Open AccessRobust portfolio decisions for financial institutions
Author(s) -
Ioannis Baltas,
Anastasios Xepapadeas,
Athanasios N. Yannacopoulos
Publication year - 2018
Publication title -
journal of dynamics and games
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2164-6074
pISSN - 2164-6066
DOI - 10.3934/jdg.2018006
Subject(s) - exponential utility , portfolio , robustness (evolution) , cash flow , stochastic control , hamilton–jacobi–bellman equation , differential game , computer science , financial market , stochastic differential equation , stochastic programming , project portfolio management , mathematical optimization , dynamic programming , finance , economics , mathematical economics , optimal control , bellman equation , mathematics , mathematical analysis , biochemistry , chemistry , management , project management , gene
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