A MODEL FOR MARKET CLOSURE AND INTERNATIONAL PORTFOLIO MANAGEMENT WITHIN INCOMPLETE INFORMATION
type: Item
instance of: scholarly article
title: A MODEL FOR MARKET CLOSURE AND INTERNATIONAL PORTFOLIO MANAGEMENT WITHIN INCOMPLETE INFORMATION
zbMATH Open document ID: 1107.91323
DOI: 10.1142/S0219024902001559
author: Mondher Bellalah
author: Zhen Wu
published in: International Journal of Theoretical and Applied Finance
publication date: 2005-06-22T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 90C39
zbMATH DE Number: 2177832
zbMATH Keywords: international investment
zbMATH Keywords: portfolio choice
zbMATH Keywords: dynamic programming
MaRDI profile type: MaRDI publication profile
cites work: Optimum consumption and portfolio rules in a continuous-time model
cites work: A direct method in optimal portfolio and consumption choice
full work available at URL: s0219024902001559
OpenAlex ID: W2073395620
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description: scientific article; zbMATH DE number 2177832