Multi-period mean-variance portfolio optimization based on Monte-Carlo simulation (Q1656758): Difference between revisions
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Revision as of 04:13, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-period mean-variance portfolio optimization based on Monte-Carlo simulation |
scientific article |
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Multi-period mean-variance portfolio optimization based on Monte-Carlo simulation (English)
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10 August 2018
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dynamic portfolio management
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mean-variance optimization
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constrained optimization
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simulation method
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least squares regression
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