A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function (Q492800): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1966488176 / rank | |||
Normal rank | |||
Revision as of 19:10, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function |
scientific article |
Statements
A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function (English)
0 references
21 August 2015
0 references
multi-period asset allocation
0 references
quadratic utility function
0 references
closed-form solution
0 references
tangency portfolio
0 references
