Portfolio optimization models on infinite-time horizon (Q819340)
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scientific article; zbMATH DE number 5015795
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Portfolio optimization models on infinite-time horizon |
scientific article; zbMATH DE number 5015795 |
Statements
Portfolio optimization models on infinite-time horizon (English)
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28 March 2006
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portfolio optimization
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dynamic programming equations
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subsolutions and supersolutions
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0.90121990442276
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0.8441447019577026
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0.8418461084365845
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0.8414002656936646
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