Multi-agent Robust Optimal Investment Problem in Incomplete Market
Year of publication: |
2022
|
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Authors: | Kizaki, Keisuke ; Saito, Taiga ; Takahashi, Akihiko |
Publisher: |
[S.l.] : SSRN |
Subject: | Unvollkommener Markt | Incomplete market | Theorie | Theory | Agentenbasierte Modellierung | Agent-based modeling | Robustes Verfahren | Robust statistics | Stochastischer Prozess | Stochastic process | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming |
Extent: | 1 Online-Ressource (39 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 10, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4213956 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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