Mean-Variance Policy for Discrete-time Cone Constrained Markets: The Consistency in Efficiency and Minimum-Variance Signed Supermartingale Measure (Q6249504): Difference between revisions
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| Property / DOI: 10.1111/mafi.12093 / rank | |||
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| Property / Wikidata QID: Q57445401 / rank | |||
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| Property / full work available at URL: https://doi.org/10.1111/mafi.12093 / rank | |||
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| Property / OpenAlex ID: W2139460490 / rank | |||
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MEAN‐VARIANCE POLICY FOR DISCRETE‐TIME CONE‐CONSTRAINED MARKETS: TIME CONSISTENCY IN EFFICIENCY AND THE MINIMUM‐VARIANCE SIGNED SUPERMARTINGALE MEASURE (English) | |||
| Property / title: MEAN‐VARIANCE POLICY FOR DISCRETE‐TIME CONE‐CONSTRAINED MARKETS: TIME CONSISTENCY IN EFFICIENCY AND THE MINIMUM‐VARIANCE SIGNED SUPERMARTINGALE MEASURE (English) / rank | |||
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| Property / DOI: 10.1111/MAFI.12093 / rank | |||
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Latest revision as of 19:29, 30 December 2024
scientific article; zbMATH DE number 7842765
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-Variance Policy for Discrete-time Cone Constrained Markets: The Consistency in Efficiency and Minimum-Variance Signed Supermartingale Measure |
scientific article; zbMATH DE number 7842765 |
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4 March 2014
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math.OC
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MEAN‐VARIANCE POLICY FOR DISCRETE‐TIME CONE‐CONSTRAINED MARKETS: TIME CONSISTENCY IN EFFICIENCY AND THE MINIMUM‐VARIANCE SIGNED SUPERMARTINGALE MEASURE (English)
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