Numerical methods for portfolio selection with bounded constraints (Q732165)
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scientific article; zbMATH DE number 5612623
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Numerical methods for portfolio selection with bounded constraints |
scientific article; zbMATH DE number 5612623 |
Statements
Numerical methods for portfolio selection with bounded constraints (English)
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9 October 2009
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numerical method
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portfolio selection
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bounded constraint
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stochastic control
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Markov chain approximation
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0.7945195436477661
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0.791445791721344
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0.7906889915466309
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0.783475399017334
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0.774787962436676
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