scientific article; zbMATH DE number 1989783

MaRDI QIDQ4430558zbMATH OpenFDO

Authors V. V. Dombrovskii, E. N. Fedosov

Publication date 9 October 2003

zbMATH Keywords

optimal strategydynamic network modelbenchmark portfoliomatrix minimum principle

Mathematics Subject Classification ID

Quadratic programming (90C20) Portfolio theory (91G10)

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