| optimal portfolio strategies]{optimal portfolio strategies |
| کد مقاله : 1020-FEMATH7 |
| نویسندگان |
|
بهروز صادقی * گروه ریاضی دانشکده علوم دانشگاه آزاد اسلامی واحد مرند |
| چکیده مقاله |
| In this paper, we proved that problem of continuous time optimal portfolio selection for a incomplete market. It is shown that, under some mild conditions, near optimal strategies for investors with different performance criteria can be constructed using a limited number of fixed processes. This template helps you to create a properly formatted \LaTeX\ manuscript. The number of pages of the paper should have at most 5 pages. Papers prepared in more than 5 pages or out of the style of the \textit{7th seminar of mathematics and humanities} will not be considered. Here you should state the introduction, preliminaries and your notation. Authors are required to state clearly the contribution of the paper and its significance in the introduction. There should be some survey of relevant literature. |
| کلیدواژه ها |
| optimal portfolio, stochastic control, dimension reduction |
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