Time-consistent strategies for multi-period mean-variance portfolio optimization with the serially correlated returns (Q5077224): Difference between revisions
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Revision as of 23:11, 28 July 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)
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18 May 2022
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mean-variance portfolio optimization
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time-consistent strategy
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serially correlated returns
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portfolio performance evaluation
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