A bounded risk strategy for a market with non-observable parameters.
type: Item
instance of: scholarly article
title: A bounded risk strategy for a market with non-observable parameters.
zbMATH Open document ID: 1055.91024
DOI: 10.1016/S0167-6687(02)00106-3
author: Nikolai Dokuchaev
author: A. V. Savkin
published in: Insurance Mathematics \& Economics
publication date: 2003-11-16T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 2004018
zbMATH Keywords: Portfolio selection
zbMATH Keywords: Stochastic market models
MaRDI profile type: Publication
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full work available at URL: s0167-6687(02)00106-3
OpenAlex ID: W3125103522
description: scientific article; zbMATH DE number 2004018