Optimal portfolio on tracking the expected wealth process with liquidity constraints (Q655833)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal portfolio on tracking the expected wealth process with liquidity constraints |
scientific article; zbMATH DE number 6002303
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal portfolio on tracking the expected wealth process with liquidity constraints |
scientific article; zbMATH DE number 6002303 |
Statements
Optimal portfolio on tracking the expected wealth process with liquidity constraints (English)
0 references
27 January 2012
0 references
portfolio selection
0 references
wealth tracking
0 references
liquidity constraints
0 references
HJB equation
0 references
Lagrange multiplier
0 references
