Abstract
In this chapter, we consider optimization approaches in investment decisions, both in the discrete time and the continuous time setup, making use of the Dynamic Programming Principle and the Hamilton-Jacobi-Bellman equation, respectively.
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© 2023 The Author(s), under exclusive license to Springer Nature Singapore Pte Ltd.
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Chakrabarty, S.P., Kanaujiya, A. (2023). Optimal Portfolio Strategies. In: Mathematical Portfolio Theory and Analysis. Compact Textbooks in Mathematics. Birkhäuser, Singapore. https://doi.org/10.1007/978-981-19-8544-7_7
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DOI: https://doi.org/10.1007/978-981-19-8544-7_7
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Publisher Name: Birkhäuser, Singapore
Print ISBN: 978-981-19-8543-0
Online ISBN: 978-981-19-8544-7
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