Optimum portfolio diversification in a general continuous-time model (Q794344)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimum portfolio diversification in a general continuous-time model |
scientific article; zbMATH DE number 3860114
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimum portfolio diversification in a general continuous-time model |
scientific article; zbMATH DE number 3860114 |
Statements
Optimum portfolio diversification in a general continuous-time model (English)
0 references
1984
0 references
portfolio selection
0 references
stochastic control
0 references
martingales
0 references
stochastic integrals
0 references
0 references
0 references
0.8310538530349731
0 references
0.8289769291877747
0 references
0.8066258430480957
0 references
0.8027219176292419
0 references
