Necessary condition for optimal protfolio problem

MaRDI QIDQ3003711zbMATH OpenFDO

Authors Krassimir Milanov, Leoneed Kirilov

Publication date 30 May 2011

zbMATH Keywords

financial assetsmaximum principleportfolio managementsystem ODE

Mathematics Subject Classification ID

Portfolio theory (91G10) Financial applications of other theories (91G80)

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Cited in

(1)

• A Note on a Recent Paper by Zaks, Frostig and Levikson

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