scientific article; zbMATH DE number 1944676

zbMath1047.91023MaRDI QIDQ4407993

Tomasz R. Bielecki, Stanley R. Pliska

Publication date: 2001

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

financial decision makinginvestment strategiesrolling-horizon bonds

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

Related Items (1)

Optimal investment in a general stochastic factor framework under model uncertainty

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