Multiperiod mean-variance portfolio optimization via market cloning (Q647502): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1007/s00245-011-9134-0 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1007/S00245-011-9134-0 / rank | |||
Normal rank | |||
Revision as of 06:08, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiperiod mean-variance portfolio optimization via market cloning |
scientific article |
Statements
Multiperiod mean-variance portfolio optimization via market cloning (English)
0 references
23 November 2011
0 references
dynamic programming
0 references
mean variance optimization
0 references
optimal portfolios
0 references
market clones
0 references
independent returns
0 references
empirical mean
0 references
0 references
0 references
