First passage times in portfolio optimization: a novel nonparametric approach (Q6087508)
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scientific article; zbMATH DE number 7765840
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | First passage times in portfolio optimization: a novel nonparametric approach |
scientific article; zbMATH DE number 7765840 |
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First passage times in portfolio optimization: a novel nonparametric approach (English)
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15 November 2023
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portfolio optimization
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Markov chains
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intra-horizon risk
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first-passage probability
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