Optimization of dynamic portfolio under model uncertainty (Q2924711)
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: Optimization of dynamic portfolio under model uncertainty |
scientific article; zbMATH DE number 6365086
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimization of dynamic portfolio under model uncertainty |
scientific article; zbMATH DE number 6365086 |
Statements
3 November 2014
0 references
model uncertainty
0 references
optimal portfolio
0 references
Markovian switching model
0 references
dual theory
0 references
martingale method
0 references
Optimization of dynamic portfolio under model uncertainty (English)
0 references
