Point-to-point stochastic control of a self-financing portfolio
Masiala Mavungu
| Year of publication: |
2022
|
|---|---|
| Authors: | Mavungu, Masiala |
| Published in: |
Algorithmic finance. - Amsterdam : IOS Press, ISSN 2158-5571, ZDB-ID 3099846-3. - Vol. 9.2022, 3/4, p. 129-143
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| Subject: | Financial risk minimization | Investment allocation | optimal control | portfolio construction | portfolio optimization | profit maximization | self-financing portfolio | stochastic differential equation | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Kontrolltheorie | Control theory | Mathematische Optimierung | Mathematical programming | Portfolio-Investition | Foreign portfolio investment | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3233/AF-200397 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013459986