Mean-variance portfolio selection under a constant elasticity of variance model (Q1785248): Difference between revisions
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Revision as of 03:46, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Mean-variance portfolio selection under a constant elasticity of variance model |
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Mean-variance portfolio selection under a constant elasticity of variance model (English)
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28 September 2018
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mean-variance portfolio selection
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constant elasticity of variance model
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backward stochastic Riccati equation
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efficient frontier
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