Dynamical optimization theory of a diversified portfolio

Physica A: Statistical Mechanics and its Applications

Volumn 253, Issue 1-4, 1998, Pages 403-418

  Marsili, Matteo ^b   Maslov, Sergei ^a   Zhang, Yi Cheng ^b  

^a BROOKHAVEN NATIONAL LABORATORY   (United States)

^b NONE

Author keywords

[No Author keywords available]

Indexed keywords

MATHEMATICAL MODELS; OPTIMIZATION; RANDOM PROCESSES; STATISTICAL METHODS;

DYNAMICAL OPTIMIZATION THEORY;

ECONOMICS;

EID: 0032069506     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(98)00075-2     Document Type: Article

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