Multiperiod portfolio optimization models in stochastic markets using the mean--variance approach (Q858428): Difference between revisions
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Revision as of 23:39, 14 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Multiperiod portfolio optimization models in stochastic markets using the mean--variance approach |
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Multiperiod portfolio optimization models in stochastic markets using the mean--variance approach (English)
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9 January 2007
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portfolio optimization
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stochastic market
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mean--variance models
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safety-first
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coefficient of variation
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quadratic utility functions
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