Title of article :
A new stochastic factor model: General explicit solutions
Author/Authors :
Moawia Alghalith، نويسنده , , Moawia، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2009
Abstract :
We present a new stochastic factor model. In doing so, we provide general, explicit solutions to the portfolio optimization problem.
Keywords :
Portfolio , Investment , Stochastic factor , optimization
Journal title :
Applied Mathematics Letters
Journal title :
Applied Mathematics Letters
