Optimal portfolios: new variations of an old theme
type: Item
instance of: scholarly article
title: Optimal portfolios: new variations of an old theme
zbMATH Open document ID: 1175.91159
author: Ralf Korn
published in: Computational Management Science
publication date: 2009-10-23T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 90C30
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 5620209
zbMATH Keywords: continuous-time portfolio optimization
zbMATH Keywords: derivatives
zbMATH Keywords: worst-case control
MaRDI profile type: Publication
full work available at URL: s10287-007-0054-z
OpenAlex ID: W2168914049
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DOI: 10.1007/S10287-007-0054-Z
description: scientific article; zbMATH DE number 5620209