Multivariate Constrained Portfolio Rules: Derivation of Monge-Ampère Equations

  • Srdjan Stojanovic
  • Published 1998 in
    Control of Distributed Parameter and Stochastic…
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@inproceedings{Stojanovic1998MultivariateCP, title={Multivariate Constrained Portfolio Rules: Derivation of Monge-Amp{\`e}re Equations}, author={Srdjan Stojanovic}, booktitle={Control of Distributed Parameter and Stochastic Systems}, year={1998} }