"Robust portfolio optimization via solution to the Hamilton-Jacobi-Bellman ..."

Sona Kilianová, Mária Trnovská (2016)

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DOI: 10.1080/00207160.2013.871542

access: closed

type: Journal Article

metadata version: 2022-10-02

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Sona Kilianová, Mária Trnovská:
Robust portfolio optimization via solution to the Hamilton-Jacobi-Bellman equation. Int. J. Comput. Math. 93(5): 725-734 (2016)

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