Continuous-time portfolio optimization under terminal wealth constraints
From MaRDI portal
Publication:4845095
DOI10.1007/BF01415674zbMath0836.90011MaRDI QIDQ4845095
Siegfried Trautmann, Ralf Korn
Publication date: 18 October 1995
Published in: [https://portal.mardi4nfdi.de/entity/Q3031760 ZOR Zeitschrift f�r Operations Research Methods and Models of Operations Research] (Search for Journal in Brave)
expected utility; portfolio analysis; complete markets; mean-variance approach; martingale method; terminal wealth constraints
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Cites Work
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- Unnamed Item
