Multi-agent robust optimal investment problem in incomplete market
Year of publication: |
November 12, 2023
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Authors: | Kizaki, Keisuke ; Saito, Taiga ; Takahashi, Akihiko |
Publisher: |
[Tokyo] : Center for Advanced Research in Finance |
Subject: | Multi-agent system | robust control | portfolio optimization | financial application | Portfolio-Management | Portfolio selection | Agentenbasierte Modellierung | Agent-based modeling | Robustes Verfahren | Robust statistics | Unvollkommener Markt | Incomplete market | Stochastischer Prozess | Stochastic process | Kontrolltheorie | Control theory | Finanzmarkt | Financial market | Mathematische Optimierung | Mathematical programming |
Extent: | 1 Online-Ressource (circa 31 Seiten) Illustrationen |
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Series: | CARF working paper. - Tokyo : Center for Advanced Research in Finance, ZDB-ID 3079869-3. |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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