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Browse "Dept. of Mathematical Sciences(수리과학과)" by Subject Many player games▼aOptimal portfolio selection▼aRelative performance▼aForward relative performance process▼aMean field stochastic optimal control▼aGoals-based wealth management▼aDynamic portfolio allocation

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Optimal portfolio selection of many players and dynamic portfolio allocation with goals-based wealth management = 다수의 플레이어들의 최적 포트폴리오 선택과 목표기반 자산 관리를 이용한 동적 포트폴리오 할당link

Park, Jeong Yin; Choe, Geon Ho; et al, 한국과학기술원, 2022

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