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   optimal portfolio strategies  
   
نویسنده sadeqi behruz
منبع هفتمين همايش رياضيات و علوم انساني(رياضيات مالي) - 1401 - دوره : 7 - هفتمین همایش ریاضیات و علوم انسانی(ریاضیات مالی) - کد همایش: 01220-38251 - صفحه:0 -0
چکیده    In this paper, we proved that problem of continuous time optimal portfolioselection for a incomplete market. it is shownthat, under some mild conditions, near optimal strategies forinvestors with different performance criteria can be constructedusing a limited number of fixed processes.this template helps you to create a properly formatted latex manuscript.the number of pages of the papershould have at most 5 pages. papers prepared in morethan 5 pages or out of the style of the textit{7th seminar ofmathematics and humanities} will not beconsidered.here you should state the introduction, preliminaries and yournotation. authors are required to state clearly the contribution ofthe paper and its significance in the introduction.there should be some survey of relevant literature.
کلیدواژه optimal portfolio ,stochastic control ,dimension reduction
آدرس , iran
 
     
   
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