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取引コストを考慮した資産の運用および価格付けのアルゴリズムの実用化に関する研究
取引コストを考慮した資産の運用および価格付けのアルゴリズムの実用化に関する研究
Paper
図書
今野浩, 東京工業大学 [著]
[今野浩]
1997-1998
<Y151-H09558046>
National Diet Library
Subject Heading
取引コスト / 動的最適化 / 資産運用 / ユニバ-サル・ポ-トフォリオ / 平均・絶対偏差モデル / コンパクト分解 / 大規模最適化 / 確率制御問題
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