MEAN–VARIANCE PORTFOLIO CHOICE: QUADRATIC PARTIAL HEDGING (Q5692941): Difference between revisions
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Revision as of 19:54, 19 March 2024
scientific article; zbMATH DE number 2209953
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MEAN–VARIANCE PORTFOLIO CHOICE: QUADRATIC PARTIAL HEDGING |
scientific article; zbMATH DE number 2209953 |
Statements
MEAN–VARIANCE PORTFOLIO CHOICE: QUADRATIC PARTIAL HEDGING (English)
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28 September 2005
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utility maximization
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incomplete markets
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