Optimal portfolio strategies benchmarking the stock market
type: Item
instance of: scholarly article
title: Optimal portfolio strategies benchmarking the stock market
zbMATH Open document ID: 1132.90008
author: N. E. Zubov
published in: Mathematical Methods of Operations Research
publication date: 2007-01-05T00:00:00Z
Mathematics Subject Classification ID: 90B60
zbMATH DE Number: 5082024
zbMATH Keywords: portfolio optimization
zbMATH Keywords: shortfall risk constraints
zbMATH Keywords: optimal strategy
zbMATH Keywords: martingale method
zbMATH Keywords: stochastic optimal control
MaRDI profile type: Publication
full work available at URL: s00186-006-0091-3
OpenAlex ID: W2066571155
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DOI: 10.1007/S00186-006-0091-3
description: scientific article; zbMATH DE number 5082024