scientific article; zbMATH DE number 7524829

zbMath1485.91214MaRDI QIDQ5075226

Yingbin Shu, Xiang Lin, Yiping Qian

Publication date: 10 May 2022

Full work available at URL: http://aps.ecnu.edu.cn/EN/abstract/abstract9440.shtml

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Hamilton-Jacobi-Bellman equationoptimal portfolio selectionstochastic benchmarkrelative returnabsolute return

Mathematics Subject Classification ID

Portfolio theory (91G10)

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