Investment Optimization under Constraints
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More about this item
KeywordsStochastic Optimization; Investment Optimization; Duality Theory; Convex and State Constraints; Optional Decomposition;
- G - Financial Economics
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2003-01-12 (All new papers)
- NEP-CFN-2003-01-12 (Corporate Finance)
- NEP-CWA-2003-01-12 (Central & Western Asia)
- NEP-MFD-2003-01-12 (Microfinance)
- NEP-RMG-2003-01-12 (Risk Management)
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