Výsledky vyhledávání - "dynamic programming/optimal control secondary: finance: portfolio"

Discrete time optimal investment under model uncertainty

Autoři: Carassus, Laurence Ferhoune, Massinissa Laboratoire de Mathématiques de Reims (LMR) a další

Přispěvatelé: Carassus, Laurence Ferhoune, Massinissa Laboratoire de Mathématiques de Reims (LMR) a další

Zdroj: https://hal.science/hal-04844190 ; 2024.

Témata: optimal investment Knightian uncertainty nondominated model asymptotic elasticity MSC2000 subject classification : Primary: 93E20, 91B28 secondary: 91B16, 28B20 OR/MS subject classification : Primary: utility/preference: theory, dynamic programming/optimal control secondary: finance: portfolio, optimal investment, Knightian uncertainty, nondominated model, asymptotic elasticity MSC2000 subject classification : Primary: 93E20, 91B28, secondary: 91B16, dynamic programming/optimal control, secondary: finance: portfolio, [MATH]Mathematics [math]

Relation: info:eu-repo/semantics/altIdentifier/arxiv/2307.11919; ARXIV: 2307.11919

Dostupnost: https://hal.science/hal-04844190
https://hal.science/hal-04844190v1/document
https://hal.science/hal-04844190v1/file/CarassusFerhouneRUM.pdf