A convex stochastic optimization problem arising from portfolio selection
Hanqing Jin, Zuo Quan Xu, and Xun Yu Zhou
| Year of publication: |
2008
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|---|---|
| Authors: | Jin, Hanqing ; Xu, Zuo Quan ; Zhou, Xun Yu |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 18.2008, 1, p. 171-183
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| Subject: | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Multiplikator | Multiplier | Mathematische Optimierung | Mathematical programming | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003643506