Asymptotic Optimal Strategy for Portfolio Optimization in a Slowly Varying Stochastic Environment (Q5270335)
From MaRDI portal
scientific article; zbMATH DE number 6734868
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Optimal Strategy for Portfolio Optimization in a Slowly Varying Stochastic Environment |
scientific article; zbMATH DE number 6734868 |
Statements
Asymptotic Optimal Strategy for Portfolio Optimization in a Slowly Varying Stochastic Environment (English)
0 references
23 June 2017
0 references
portfolio allocation
0 references
stochastic volatility
0 references
regular perturbation
0 references
asymptotic optimality
0 references
0 references
0 references
