The surprising robustness of dynamic mean-variance portfolio optimization to model misspecification errors (Q2029065): Difference between revisions
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Revision as of 05:36, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The surprising robustness of dynamic mean-variance portfolio optimization to model misspecification errors |
scientific article |
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The surprising robustness of dynamic mean-variance portfolio optimization to model misspecification errors (English)
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3 June 2021
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asset allocation
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constrained optimal control
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time-consistent
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mean-variance
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