Multiperiod mean-variance optimization with intertemporal restrictions (Q2471098)

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Multiperiod mean-variance optimization with intertemporal restrictions
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    title
    Multiperiod mean-variance optimization with intertemporal restrictions (English)
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    author
    Oswaldo L. V. Costa
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    R. B. Nabholz
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    publication date
    18 February 2008
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    zbMATH Keywords
    portfolio selection
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    intermediate restrictions
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    Identifiers

    Mathematics Subject Classification ID
    90C48
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    90C15
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    91G10
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    zbMATH DE Number
    5236374
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