Mean variance and goal achieving portfolio for discrete-time market with currently observable source of correlations (Q3580015): Difference between revisions
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Revision as of 23:27, 19 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)
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11 August 2010
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discrete time market
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multi-period market
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myopic strategies
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serial correlation
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optimal portfolio
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mean variance portfolio
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goal achieving
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