Dynamic portfolio management with views at multiple horizons (Q668857)
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scientific article; zbMATH DE number 7038370
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic portfolio management with views at multiple horizons |
scientific article; zbMATH DE number 7038370 |
Statements
Dynamic portfolio management with views at multiple horizons (English)
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19 March 2019
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discretionary allocation
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multivariate Ornstein-Uhlenbeck
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relative entropy
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optimal policy
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dynamic programming
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calculus of variations
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