Optimal investment with minimum performance constraints (Q5958102)
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scientific article; zbMATH DE number 1715068
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal investment with minimum performance constraints |
scientific article; zbMATH DE number 1715068 |
Statements
Optimal investment with minimum performance constraints (English)
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3 March 2002
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portfolio
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HARA-utility investor
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0.8648537397384644
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0.8577116131782532
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0.8275697231292725
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0.8158310055732727
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0.8042948246002197
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