Optimal portfolio model under compound jump processes

DOI10.1108/03684920910944245zbMath1197.93123MaRDI QIDQ4932910

Shu-ping Wan

Publication date: 7 October 2010

Published in: Kybernetes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1108/03684920910944245

zbMATH Keywords

modelling; finance; cybernetics; portfolio investment

Mathematics Subject Classification ID

93C95: Application models in control theory

68U35: Computing methodologies for information systems (hypertext navigation, interfaces, decision support, etc.)

91G10: Portfolio theory