Dynamic asset allocation with predictable asset return (Q5497895)
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scientific article; zbMATH DE number 6401867
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Dynamic asset allocation with predictable asset return |
scientific article; zbMATH DE number 6401867 |
Statements
11 February 2015
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predictability
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separation principle
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Lagrange duality approach
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HJB equation
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0.783738911151886
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0.7823554873466492
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0.7809954285621643
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0.7774501442909241
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0.777243971824646
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