Stochastic portfolio optimization with default risk (Q1759911)
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: Stochastic portfolio optimization with default risk |
scientific article; zbMATH DE number 6109973
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic portfolio optimization with default risk |
scientific article; zbMATH DE number 6109973 |
Statements
Stochastic portfolio optimization with default risk (English)
0 references
22 November 2012
0 references
portfolio optimization
0 references
default risk
0 references
stochastic factor
0 references
HJB equation
0 references
sub-super solution
0 references
