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ralph lauren polo

 
Moawia Alghalith
 
''A note on the stochastic portfolio optimization''
( 2017, Vol. 37 No.2 )
 
 
We reduce the continuous-time dynamic (portfolio) optimiza tion problem to a simple, one-period optimization model. Our method is far simpler than the existing methods in the sense that it avoids the complex ities associated with the Hamilton-Jacobi-Bellman partial differential equa tion HJB PDE or the duality methods.
 
 
Keywords:
JEL: C6 - Mathematical Methods and Programming: General
 
Manuscript Received : Jan 26 2017 Manuscript Accepted : Jun 05 2017

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