A theoretical investigation of randomized asset allocation strategies (Q4541558): Difference between revisions
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Revision as of 16:18, 5 March 2024
scientific article; zbMATH DE number 1771954
Language | Label | Description | Also known as |
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English | A theoretical investigation of randomized asset allocation strategies |
scientific article; zbMATH DE number 1771954 |
Statements
A theoretical investigation of randomized asset allocation strategies (English)
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4 September 2002
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investments
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asset class
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expected wealth
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portfolio
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probability density function
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log normal distribution
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market timing penalty
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asset allocator
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pricing
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