Portfolio selection: a review (Q2247913)

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Portfolio selection: a review
scientific article

    Statements

    title
    Portfolio selection: a review (English)
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    publication date
    30 June 2014
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    zbMATH Keywords
    portfolio choice
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    mean-variance model
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    diffusion models
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    complete markets
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    Monte Carlo simulation
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    Malliavin derivative
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    dynamic hedging
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    bond numeraire
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    cites work
    Q4002114
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    Q4842684
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    Q4131410
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    Identifiers

    zbMATH DE Number
    6309789
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    OpenAlex ID
    W1971996799
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