New models and methods in dynamic portfolio optimization

DOI10.1142/13522MaRDI QIDQ6912849zbMATH OpenFDO

Authors Lijun Bo, Xiang Yu

Publication date 22 October 2025

Published in Series in Quantitative Finance (Search for Journal in Brave)

Mathematics Subject Classification ID

Portfolio theory (91G10) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Applications of stochastic analysis (to PDEs, etc.) (60H30) Optimal stochastic control (93E20)

This page was built for publication: New models and methods in dynamic portfolio optimization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6912849)