OPTIMAL CONSTANT-REBALANCED PORTFOLIO INVESTMENT STRATEGIES FOR DYNAMIC PORTFOLIO SELECTION (Q5487832)
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scientific article; zbMATH DE number 5052911
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIMAL CONSTANT-REBALANCED PORTFOLIO INVESTMENT STRATEGIES FOR DYNAMIC PORTFOLIO SELECTION |
scientific article; zbMATH DE number 5052911 |
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OPTIMAL CONSTANT-REBALANCED PORTFOLIO INVESTMENT STRATEGIES FOR DYNAMIC PORTFOLIO SELECTION (English)
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12 September 2006
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dynamic portfolio optimization
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earnings-at-risk
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constant-rebalanced portfolios
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Black-Scholes model
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