Mean-variance portfolio selection in presence of infrequently traded stocks (Q2514715): Difference between revisions
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Revision as of 20:49, 11 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-variance portfolio selection in presence of infrequently traded stocks |
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Mean-variance portfolio selection in presence of infrequently traded stocks (English)
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3 February 2015
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Markowitz' model
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thin stocks
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mean-variance utility function
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jump-diffusion dynamics
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stochastic control problem
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Monte Carlo
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