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"Asymptotic Optimal Strategy for Portfolio Optimization in a Slowly Varying ..."

Jean-Pierre Fouque, Ruimeng Hu (2017)

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DOI: 10.1137/16M1066762

access: closed

type: Journal Article

metadata version: 2023-03-21

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Jean-Pierre Fouque, Ruimeng Hu:
Asymptotic Optimal Strategy for Portfolio Optimization in a Slowly Varying Stochastic Environment. SIAM J. Control. Optim. 55(3): 1990-2023 (2017)

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