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Portfolio optimization for an investor with a benchmark - MaRDI portal

Portfolio optimization for an investor with a benchmark (Q2343105)

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Portfolio optimization for an investor with a benchmark
scientific article

    Statements

    title
    Portfolio optimization for an investor with a benchmark (English)
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    author
    Yanyan Li
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    publication date
    4 May 2015
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    zbMATH Keywords
    portfolio optimization
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    benchmark
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    stochastic control
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    exponential utility
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    91B16
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    93E20
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    zbMATH DE Number
    6432687
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    OpenAlex ID
    W2081901307
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