Numerical solution of the HamiltonJacobiBellman formulation for continuous time mean variance asset allocation
J. Wang
| Year of publication: |
2010
|
|---|---|
| Authors: | Wang, J. ; Forsyth, Peter |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 34.2010, 2, p. 207-230
|
| Subject: | Kontrolltheorie | Control theory | Portfolio-Management | Portfolio selection |
| Extent: | graph. Darst. |
|---|---|
| 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/10003947664