A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function (Q492800): Difference between revisions

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Property / author: Taras Bodnar / rank
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Property / author: Wolfgang Schmid / rank
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Latest revision as of 15:48, 10 July 2024

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A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function
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    A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function (English)
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    21 August 2015
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    multi-period asset allocation
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    quadratic utility function
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    closed-form solution
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    tangency portfolio
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