Hamilton-Jacobi-Bellman equation for portfolio optimization

The dataset used in this paper is a fully nonlinear evolutionary Hamilton-Jacobi-Bellman (HJB) parabolic equation arising from portfolio optimization selection, where the goal is to maximize the conditional expected value of the terminal utility of the portfolio.

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Cyril Izuchukwu Udeani, Daniel ˇSevˇcoviˇc (2024). Dataset: Hamilton-Jacobi-Bellman equation for portfolio optimization. https://doi.org/10.57702/z2cq7j4o

DOI retrieved: December 2, 2024

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Created December 2, 2024
Last update December 2, 2024
Defined In https://doi.org/10.48550/arXiv.2104.06115
Author Cyril Izuchukwu Udeani
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Daniel ˇSevˇcoviˇc