Time-consistent strategies for multi-period mean-variance portfolio optimization with the serially correlated returns (Q5077224): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 18:41, 5 March 2024
scientific article; zbMATH DE number 7528713
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-consistent strategies for multi-period mean-variance portfolio optimization with the serially correlated returns |
scientific article; zbMATH DE number 7528713 |
Statements
Time-consistent strategies for multi-period mean-variance portfolio optimization with the serially correlated returns (English)
0 references
18 May 2022
0 references
mean-variance portfolio optimization
0 references
time-consistent strategy
0 references
serially correlated returns
0 references
portfolio performance evaluation
0 references
