An asymptotic analysis of the mean-variance portfolio selection (Q5443773): Difference between revisions
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Revision as of 21:15, 5 March 2024
scientific article; zbMATH DE number 5238160
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An asymptotic analysis of the mean-variance portfolio selection |
scientific article; zbMATH DE number 5238160 |
Statements
An asymptotic analysis of the mean-variance portfolio selection (English)
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22 February 2008
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sequential investment
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kernel-based estimation
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mean-variance investment
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log-optimal investment
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