DYNAMIC PORTFOLIO SELECTION WITH UNCERTAINTY

DOI10.1142/S0218488509005838zbMath1162.91389MaRDI QIDQ3629768

Hiroshi Inoue, Jianming Shi, Mei Yu, Satoru Takahashi

Publication date: 2 June 2009

Published in: International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems (Search for Journal in Brave)

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cites Work

• Unnamed Item
• Optimum consumption and portfolio rules in a continuous-time model
• Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation
• Portfolio Optimization Under a Minimax Rule
• Portfolio selection problem with minimax type risk function

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