OpenAlex
Portfolio Optimization Models on Infinite-Time Horizon
Work
Year: 2004
Type: article
Source: Journal of Optimization Theory and Applications
Author Tao Pang
Institution North Carolina State University
Cites: 17
Cited by: 25
Related to: 10
FWCI: 1.522
Citation percentile (by year/subfield): 87.7
Topic: Stochastic processes and financial applications
Subfield: Finance
Field: Economics, Econometrics and Finance
Domain: Social Sciences
Open Access status: closed