Stochastic optimality in the portfolio tracking problem involving investor's temporal preferences
type: Item
instance of: scholarly article
title: Stochastic optimality in the portfolio tracking problem involving investor's temporal preferences
zbMATH Open document ID: 1377.93179
DOI: 10.1134/S0005117917080124
author: E. S. Palamarchuk
published in: Automation and Remote Control
publication date: 2018-01-05T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91G80
zbMATH DE Number: 6822772
zbMATH Keywords: optimal portfolio selection
zbMATH Keywords: long-run cost
MaRDI profile type: Publication
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full work available at URL: s0005117917080124
OpenAlex ID: W2749045519
description: scientific article; zbMATH DE number 6822772