Markowitz principles for multi-period portfolio selection problems with moments of any order (Q5454654): Difference between revisions
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| Property / DOI: 10.1098/rspa.2007.1911 / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL: https://doi.org/10.1098/rspa.2007.1911 / rank | |||
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| Property / OpenAlex ID: W2132636202 / rank | |||
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| Property / cites work: Formulation of the Russell-Yasuda Kasai Financial Planning Model / rank | |||
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| Property / cites work: Generalized Markowitz mean–variance principles for multi–period portfolio–selection problems / rank | |||
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| Property / DOI: 10.1098/RSPA.2007.1911 / rank | |||
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Latest revision as of 17:02, 30 December 2024
scientific article; zbMATH DE number 5256289
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markowitz principles for multi-period portfolio selection problems with moments of any order |
scientific article; zbMATH DE number 5256289 |
Statements
Markowitz principles for multi-period portfolio selection problems with moments of any order (English)
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31 March 2008
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multi-period portfolio selection problem
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Markowitz mean-variance principle
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time-varying means
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covariances
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higher-order and intertemporal moments
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Merton problem
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volatility pumping
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