MEAN–VARIANCE PORTFOLIO CHOICE: QUADRATIC PARTIAL HEDGING (Q5692941): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q1862953 |
Changed an Item |
||
| Property / author | |||
| Property / author: Jian-ming Xia / rank | |||
Normal rank | |||
Revision as of 11:22, 1 March 2024
scientific article; zbMATH DE number 2209953
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MEAN–VARIANCE PORTFOLIO CHOICE: QUADRATIC PARTIAL HEDGING |
scientific article; zbMATH DE number 2209953 |
Statements
MEAN–VARIANCE PORTFOLIO CHOICE: QUADRATIC PARTIAL HEDGING (English)
0 references
28 September 2005
0 references
utility maximization
0 references
incomplete markets
0 references
