Multi-period optimization portfolio with bankruptcy control in stochastic market (Q876610)
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scientific article; zbMATH DE number 5147016
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| default for all languages | No label defined |
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| English | Multi-period optimization portfolio with bankruptcy control in stochastic market |
scientific article; zbMATH DE number 5147016 |
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Multi-period optimization portfolio with bankruptcy control in stochastic market (English)
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26 April 2007
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stochastic market
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bankruptcy constraint
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mean-variance model
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portfolio selection
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0.8777703642845154
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0.8646799325942993
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0.8492630124092102
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0.8434475064277649
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