Portfolio optimization: A mean field theory approach

DOI10.1142/9789814713283_0009zbMath1330.91178OpenAlexW2502350144MaRDI QIDQ3466101

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Publication date: 29 January 2016

Published in: Theory and Applications in Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/9789814713283_0009

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10)

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