You're currently viewing an old version of this dataset. To see the current version, click here.

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.

Data and Resources

This dataset has no data

Cite this as

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

Private DOI This DOI is not yet resolvable.
It is available for use in manuscripts, and will be published when the Dataset is made public.

Additional Info

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