OPTIMAL PORTFOLIO CONSTRUCTION UNDER PARTIAL INFORMATION FOR A BALANCED FUND

DOI10.1142/S0219024907004536zbMath1141.91456MaRDI QIDQ3503126

Hans P. Geering, Lorenz M. Schumann, Simon Keel, Florian Herzog

Publication date: 20 May 2008

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

zbMATH Keywords

stochastic controlportfolio managementpartial informationinvestment modelsbalanced fund

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cites Work

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