Mean-variance portfolio selection under a constant elasticity of variance model (Q1785248)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Mean-variance portfolio selection under a constant elasticity of variance model |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-variance portfolio selection under a constant elasticity of variance model |
scientific article |
Statements
Mean-variance portfolio selection under a constant elasticity of variance model (English)
0 references
28 September 2018
0 references
mean-variance portfolio selection
0 references
constant elasticity of variance model
0 references
backward stochastic Riccati equation
0 references
efficient frontier
0 references
0 references
0 references
0 references
