Dynamic portfolio optimization under multi-factor model in stochastic markets
Zhiping Chen; Zhenxia Song
| Year of publication: |
2012
|
|---|---|
| Authors: | Chen, Zhiping ; Song, Zhenxia |
| Published in: |
OR spectrum : quantitative approaches in management. - Berlin : Springer, ISSN 0171-6468, ZDB-ID 2073885-7. - Vol. 34.2012, 4, p. 885-919
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| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Stochastischer Prozess | Stochastic process | Dynamische Optimierung | Dynamic programming |
| 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/10009631523