Portfolio selection in stochastic markets with exponential utility functions (Q1026576)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Portfolio selection in stochastic markets with exponential utility functions |
scientific article; zbMATH DE number 5570709
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio selection in stochastic markets with exponential utility functions |
scientific article; zbMATH DE number 5570709 |
Statements
Portfolio selection in stochastic markets with exponential utility functions (English)
0 references
25 June 2009
0 references
portfolio optimization
0 references
dynamic programming
0 references
exponential utility
0 references
exponential frontier
0 references
efficient frontier
0 references
0 references
0 references
0 references
0 references
0 references
0 references
