Maximizing survival, growth and goal reaching under borrowing constraints
From MaRDI portal
Publication:4683118
DOI10.1080/14697688.2014.972435zbMath1395.91426arXiv1209.6385OpenAlexW2140303142MaRDI QIDQ4683118
Publication date: 19 September 2018
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1209.6385
dynamic programmingborrowing constraintsoptimal portfolioscontrol and optimizationapplied mathematical financeauxiliary market
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