No label defined (Q4901581)
From MaRDI portal
scientific article; zbMATH DE number 6130031
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 6130031 |
Statements
24 January 2013
0 references
dynamic VaR constraint
0 references
stochastic volatility
0 references
optimal portfolio strategy
0 references
dynamic programming
0 references
utility maximization
0 references
