Mean variance and goal achieving portfolio for discrete-time market with currently observable source of correlations (Q3580015): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 12:54, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean variance and goal achieving portfolio for discrete-time market with currently observable source of correlations |
scientific article |
Statements
Mean variance and goal achieving portfolio for discrete-time market with currently observable source of correlations (English)
0 references
11 August 2010
0 references
discrete time market
0 references
multi-period market
0 references
myopic strategies
0 references
serial correlation
0 references
optimal portfolio
0 references
mean variance portfolio
0 references
goal achieving
0 references
