Risk-Constrained Dynamic Active Portfolio Management
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Publication:3114647
DOI10.1287/mnsc.46.9.1188.12233zbMath1232.91612OpenAlexW3125603589MaRDI QIDQ3114647
Publication date: 19 February 2012
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/44f7bb730f8f861194a4cb5a04c388293eb6d918
Optimal stochastic control (93E20) Financial applications of other theories (91G80) Portfolio theory (91G10)
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