Outperformance and Tracking: Dynamic Asset Allocation for Active and Passive Portfolio Management (Q4562723)
From MaRDI portal
scientific article; zbMATH DE number 6994531
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Outperformance and Tracking: Dynamic Asset Allocation for Active and Passive Portfolio Management |
scientific article; zbMATH DE number 6994531 |
Statements
Outperformance and Tracking: Dynamic Asset Allocation for Active and Passive Portfolio Management (English)
0 references
18 December 2018
0 references
active portfolio management
0 references
stochastic portfolio theory
0 references
stochastic control
0 references
portfolio selection
0 references
growth optimal portfolio
0 references
functionally generated portfolios
0 references
0 references
0 references
