Work

Optimal asset allocation in a stochastic factor model – an overview and open problems

Year: 2009

Type: book-chapter

Source: De Gruyter eBooks

DOI: 10.1515/9783110213140.427

Author: T. Zariphopoulou

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2476936072

FWCI: 10.75

Cites: 68

Cited by: 36

Related to: 10