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Maximizing survival, growth and goal reaching under borrowing constraints - MaRDI portal

Maximizing survival, growth and goal reaching under borrowing constraints (Q4683118)

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scientific article; zbMATH DE number 6939320
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English
Maximizing survival, growth and goal reaching under borrowing constraints
scientific article; zbMATH DE number 6939320

    Statements

    title
    Maximizing survival, growth and goal reaching under borrowing constraints (English)
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    author
    Haluk Yener
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    publication date
    19 September 2018
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    zbMATH Keywords
    applied mathematical finance
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    optimal portfolios
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    dynamic programming
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    control and optimization
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    borrowing constraints
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    auxiliary market
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    Identifiers

    zbMATH DE Number
    6939320
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    OpenAlex ID
    W2140303142
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    arXiv ID
    1209.6385
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