Multiperiod mean-variance portfolio optimization via market cloning (Q647502)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiperiod mean-variance portfolio optimization via market cloning |
scientific article |
Statements
Multiperiod mean-variance portfolio optimization via market cloning (English)
0 references
23 November 2011
0 references
dynamic programming
0 references
mean variance optimization
0 references
optimal portfolios
0 references
market clones
0 references
independent returns
0 references
empirical mean
0 references
