Mean variance and goal achieving portfolio for discrete-time market with currently observable source of correlations (Q3580015): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q1413316 |
||
Property / author | |||
Property / author: Nikolai G. Dokuchaev / rank | |||
Revision as of 17:32, 28 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Mean variance and goal achieving portfolio for discrete-time market with currently observable source of correlations |
scientific article |
Statements
Mean variance and goal achieving portfolio for discrete-time market with currently observable source of correlations (English)
0 references
11 August 2010
0 references
discrete time market
0 references
multi-period market
0 references
myopic strategies
0 references
serial correlation
0 references
optimal portfolio
0 references
mean variance portfolio
0 references
goal achieving
0 references