Informace o publikaci
Continuous-Time Models in Portfolio Theory
| Autoři | |
|---|---|
| Rok publikování | 2012 |
| Druh | Článek ve sborníku |
| Konference | XX International Conference PDMU-2012 Problems of Decision Making under Uncertainties |
| Fakulta / Pracoviště MU | |
| Citace | |
| Obor | Aplikovaná statistika, operační výzkum |
| Klíčová slova | continuous-time models; portfolio theory; equilibrium model |
| Popis | The dynamic portfolio problem in continuous time is presented. A equilibrium continuous-time model is presented. |