Portfolio optimization with random parameters and stochastic cash flow for quadratic utility maximization (Q2886646)
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scientific article; zbMATH DE number 6041315
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio optimization with random parameters and stochastic cash flow for quadratic utility maximization |
scientific article; zbMATH DE number 6041315 |
Statements
1 June 2012
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random parameters
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stochastic cash flow
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quadratic utility maximization
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optimal portfolio
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Portfolio optimization with random parameters and stochastic cash flow for quadratic utility maximization (English)
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