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Optimal portfolio selection and compression in an incomplete market - MaRDI portal

Optimal portfolio selection and compression in an incomplete market (Q4646491)

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scientific article; zbMATH DE number 7001040
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English
Optimal portfolio selection and compression in an incomplete market
scientific article; zbMATH DE number 7001040

    Statements

    title
    Optimal portfolio selection and compression in an incomplete market (English)
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    author
    Ulrich G. Haussmann
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    Nikolai G. Dokuchaev
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    publication date
    14 January 2019
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    zbMATH DE Number
    7001040
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    zbMATH Keywords
    optimal portfolio selection
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    portfolio compression
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    incomplete market
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    OpenAlex ID
    W2113000836
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    arXiv ID
    math/0207260
    0 references
     
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