Portfolio optimization models on infinite-time horizon (Q819340)
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: Portfolio optimization models on infinite-time horizon |
scientific article; zbMATH DE number 5015795
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio optimization models on infinite-time horizon |
scientific article; zbMATH DE number 5015795 |
Statements
Portfolio optimization models on infinite-time horizon (English)
0 references
28 March 2006
0 references
portfolio optimization
0 references
dynamic programming equations
0 references
subsolutions and supersolutions
0 references
