Set-portfolio selection with the use of market stochastic bounds
Sergio Ortobelli Lozza, Enrico Angelelli, and Daniele Toninelli
| Year of publication: |
2011
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|---|---|
| Authors: | Lozza, Sergio Ortobelli ; Angelelli, Enrico ; Toninelli, Daniele |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 47.2011, Suppl.5, p. 5-24
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| Subject: | computational complexity | Markov chains | portfolio strategies | stochastic bounds | Portfolio-Management | Portfolio selection | Markov-Kette | Markov chain | Theorie | Theory | Stochastischer Prozess | Stochastic process | Wahrscheinlichkeitsrechnung | Probability theory | Mathematische Optimierung | Mathematical programming |