The premium of dynamic trading (Q2994858)

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English
The premium of dynamic trading
scientific article

    Statements

    title
    The premium of dynamic trading (English)
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    publication date
    29 April 2011
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    zbMATH Keywords
    continuous time
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    portfolio selection
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    mean-variance efficiency
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    Sharpe ratio
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    91B25
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    91B30
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    zbMATH DE Number
    5882390
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    OpenAlex ID
    W2044400665
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    arXiv ID
    0906.0999
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