Multi-period mean-variance portfolio selection with Markov regime switching and uncertain time-horizon (Q545457): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91G10 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 49L20 / rank | |||
Normal rank | |||
| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 5911416 / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
dynamic programming | |||
| Property / zbMATH Keywords: dynamic programming / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
Markov regime switching | |||
| Property / zbMATH Keywords: Markov regime switching / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
mean-variance | |||
| Property / zbMATH Keywords: mean-variance / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
portfolio selection | |||
| Property / zbMATH Keywords: portfolio selection / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
uncertain time-horizon | |||
| Property / zbMATH Keywords: uncertain time-horizon / rank | |||
Normal rank | |||
Revision as of 12:19, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-period mean-variance portfolio selection with Markov regime switching and uncertain time-horizon |
scientific article |
Statements
Multi-period mean-variance portfolio selection with Markov regime switching and uncertain time-horizon (English)
0 references
22 June 2011
0 references
dynamic programming
0 references
Markov regime switching
0 references
mean-variance
0 references
portfolio selection
0 references
uncertain time-horizon
0 references
