Understanding dynamic mean variance asset allocation (Q323338): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 23:58, 4 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Understanding dynamic mean variance asset allocation |
scientific article |
Statements
Understanding dynamic mean variance asset allocation (English)
0 references
7 October 2016
0 references
mean variance
0 references
dynamic asset allocation
0 references
time varying risk aversion
0 references
intertemporal hedging
0 references
