Mean-variance portfolio selection under a constant elasticity of variance model (Q1785248): 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 04:39, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-variance portfolio selection under a constant elasticity of variance model |
scientific article |
Statements
Mean-variance portfolio selection under a constant elasticity of variance model (English)
0 references
28 September 2018
0 references
mean-variance portfolio selection
0 references
constant elasticity of variance model
0 references
backward stochastic Riccati equation
0 references
efficient frontier
0 references
