DYNAMIC MEAN–VARIANCE OPTIMIZATION PROBLEMS WITH DETERMINISTIC INFORMATION (Q4634639)
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scientific article; zbMATH DE number 6858061
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | DYNAMIC MEAN–VARIANCE OPTIMIZATION PROBLEMS WITH DETERMINISTIC INFORMATION |
scientific article; zbMATH DE number 6858061 |
Statements
DYNAMIC MEAN–VARIANCE OPTIMIZATION PROBLEMS WITH DETERMINISTIC INFORMATION (English)
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11 April 2018
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mean-variance hedging
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mean-variance portfolio selection
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restricted information
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partial information
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deterministic strategies
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quadratic optimization problems
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financial markets
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type (A) semimartingales
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