Research

Research Theme

portfolio management

combined optimal stochastic control problem

Preprints

None.

Recent Papers

1. Masashi IEDA,

Continuous-time Portfolio Optimization for Absolute Return Funds,

Asia-Pacific Financial Markets, 29 (2022), 675–696. [APFM] [arXiv]

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Recent Presentations

1. 家田雅志,

資産構成制約を考慮したベンチマーク追尾型ポートフォリオ最適化

in 日本応用数理学会第17回 研究部会連合発表会 online (2021 Mar.)

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