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Publication:2926957
zbMath1313.91075MaRDI QIDQ2926957
Xiangbo Meng, Ziping Du, Peng Ye, Li-Dong Zhang
Publication date: 3 November 2014
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Hamilton-Jacobi-Bellman equationLagrange multipliermean-variance criterionoptimal investment strategy
Applications of statistics to actuarial sciences and financial mathematics (62P05) Stochastic programming (90C15) Dynamic programming (90C39) Portfolio theory (91G10)
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