Uncertain exit time multi-period mean-variance portfolio selection with endogenous liabilities and Markov jumps (Q2350786): Difference between revisions
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Revision as of 06:49, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Uncertain exit time multi-period mean-variance portfolio selection with endogenous liabilities and Markov jumps |
scientific article |
Statements
Uncertain exit time multi-period mean-variance portfolio selection with endogenous liabilities and Markov jumps (English)
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25 June 2015
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mean-variance portfolio selection
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endogenous liabilities
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efficient frontier
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uncertain exit time
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Markov jumps
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