Understanding dynamic mean variance asset allocation (Q323338): Difference between revisions
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Property / Mathematics Subject Classification ID: 91G10 / rank | |||
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Property / zbMATH DE Number: 6636465 / rank | |||
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mean variance | |||
Property / zbMATH Keywords: mean variance / rank | |||
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dynamic asset allocation | |||
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time varying risk aversion | |||
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intertemporal hedging | |||
Property / zbMATH Keywords: intertemporal hedging / rank | |||
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Revision as of 03:25, 28 June 2023
scientific article
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English | Understanding dynamic mean variance asset allocation |
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Understanding dynamic mean variance asset allocation (English)
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7 October 2016
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mean variance
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dynamic asset allocation
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time varying risk aversion
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intertemporal hedging
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