The mean-variance investment problem in a constrained financial market (Q859607)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The mean-variance investment problem in a constrained financial market |
scientific article |
Statements
The mean-variance investment problem in a constrained financial market (English)
0 references
16 January 2007
0 references
two-fund separation theorem
0 references
efficient frontier
0 references
constrained financial market
0 references
mean-variance investment problem
0 references
continuous time
0 references