Multiperiod portfolio optimization models in stochastic markets using the mean--variance approach (Q858428): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q439624 |
||
Property / author | |||
Property / author: Süleyman Özekici / rank | |||
Revision as of 23:39, 14 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Multiperiod portfolio optimization models in stochastic markets using the mean--variance approach |
scientific article |
Statements
Multiperiod portfolio optimization models in stochastic markets using the mean--variance approach (English)
0 references
9 January 2007
0 references
portfolio optimization
0 references
stochastic market
0 references
mean--variance models
0 references
safety-first
0 references
coefficient of variation
0 references
quadratic utility functions
0 references