glowing
发表于 2025-3-26 21:33:07
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Obscure
发表于 2025-3-27 02:13:52
eover, we suppose that the costs along the trajectory and the terminal costs . are convex functions with respect to the pair (., .) of control and state variables u, z, the final state ., respectively. The problem is then to determine an open-loop, closed-loop, or an intermediate open-loop feedback
挖掘
发表于 2025-3-27 05:55:50
Christian Schultz,Dana Mietzner to maximize the expected logarithm of expected final wealth computed via a nonlinear program has a number of good short- and medium-term qualities (see MacLean, Thorp, and Ziemba, The Kelly Capital Growth Investment Critria, 2010b), it is actually very risky short term since its Arrow–Pratt risk av
Myosin
发表于 2025-3-27 12:16:07
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excursion
发表于 2025-3-27 14:42:42
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周兴旺
发表于 2025-3-27 17:47:16
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是剥皮
发表于 2025-3-28 01:37:13
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轻率看法
发表于 2025-3-28 03:55:31
fixed, the problem is reduced to a Linear Programming or Nonsmooth Optimization Problem. These techniques allow optimizing portfolios with large numbers of instruments. The approach is tested with two examples: (1) portfolio optimization and comparison with the Minimum Variance approach; (2) hedging
滔滔不绝地说
发表于 2025-3-28 08:49:14
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减至最低
发表于 2025-3-28 13:08:53
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