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Q5075226 - MaRDI portal

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scientific article; zbMATH DE number 7524829
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scientific article; zbMATH DE number 7524829

    Statements

    author
    Xiang Lin
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    Yiping Qian
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    Yingbin Shu
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    publication date
    10 May 2022
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    zbMATH Keywords
    optimal portfolio selection
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    stochastic benchmark
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    absolute return
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    relative return
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    Hamilton-Jacobi-Bellman equation
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    Identifiers

    zbMATH DE Number
    7524829
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