Mean-Variance Policy for Discrete-time Cone Constrained Markets: The Consistency in Efficiency and Minimum-Variance Signed Supermartingale Measure (Q6249504): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Normalize DOI. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / DOI | |||
| Property / DOI: 10.1111/mafi.12093 / rank | |||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q57445401 / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1111/mafi.12093 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2139460490 / rank | |||
Normal rank | |||
| Property / title | |||
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 | |||
Normal rank | |||
| Property / DOI | |||
| Property / DOI: 10.1111/MAFI.12093 / rank | |||
Normal rank | |||
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 |
Statements
4 March 2014
0 references
q-fin.PM
0 references
math.OC
0 references
MEAN‐VARIANCE POLICY FOR DISCRETE‐TIME CONE‐CONSTRAINED MARKETS: TIME CONSISTENCY IN EFFICIENCY AND THE MINIMUM‐VARIANCE SIGNED SUPERMARTINGALE MEASURE (English)
0 references
