Optimal stopping time of a portfolio selection problem with multi-assets (Q2033993)
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: Optimal stopping time of a portfolio selection problem with multi-assets |
scientific article; zbMATH DE number 7361015
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stopping time of a portfolio selection problem with multi-assets |
scientific article; zbMATH DE number 7361015 |
Statements
Optimal stopping time of a portfolio selection problem with multi-assets (English)
0 references
18 June 2021
0 references
optimal stopping
0 references
portfolio
0 references
value function
0 references
dynamic programming
0 references
holding region
0 references
0.8216253519058228
0 references
0.7822465300559998
0 references
0.7777577042579651
0 references
0.7676451206207275
0 references
