Chapter 2
A Financial Model for a Multi-Period Portfolio Optimization Problem with a Variational Formulation
Department of Mathematics and Computer Science, University of Catania, Viale A. Doria, 6 - 95125 Catania, Italy. colajanni@dmi.unict.it
Department of Mathematics and Computer Science, University of Catania, Viale A. Doria, 6 - 95125 Catania, Italy. daniele@dmi.unict.it
2.1 Introduction
In financial literature, a portfolio is considered as a set of financial assets or investments which are owned by an individual (an investor) or a financial institution and consist of various financial instruments, such as shares of a company (often referred as equities), government bonds, and so on.
Given a ...
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