scientific article; zbMATH DE number 6174845
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Publication:4925779
zbMath1278.91150MaRDI QIDQ4925779
Publication date: 12 June 2013
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
optimal portfoliodiversified portfoliocontinuous financial marketequi-weighted indexexpected logarithmic utility
Numerical methods (including Monte Carlo methods) (91G60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Portfolio theory (91G10)
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