Passive portfolio management over a finite horizon with a target liquidation value under transaction costs and solvency constraints (Q5382701)
From MaRDI portal
scientific article; zbMATH DE number 7067528
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Passive portfolio management over a finite horizon with a target liquidation value under transaction costs and solvency constraints |
scientific article; zbMATH DE number 7067528 |
Statements
Passive portfolio management over a finite horizon with a target liquidation value under transaction costs and solvency constraints (English)
0 references
18 June 2019
0 references
dynamic trading strategies
0 references
passive portfolio management
0 references
quasi-variational inequalities
0 references
solvency constraints
0 references
transaction costs
0 references
viscosity solutions
0 references
