Continuous-time mean-variance efficiency: the 80\% rule (Q997400): Difference between revisions
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Revision as of 21:42, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Continuous-time mean-variance efficiency: the 80\% rule |
scientific article |
Statements
Continuous-time mean-variance efficiency: the 80\% rule (English)
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6 August 2007
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continuous time
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portfolio selection
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mean-variance efficiency
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goal-achieving
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hitting time
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