Mean-Variance Policy for Discrete-time Cone Constrained Markets: The Consistency in Efficiency and Minimum-Variance Signed Supermartingale Measure (Q6249504)
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 Policy for Discrete-time Cone Constrained Markets: The Consistency in Efficiency and Minimum-Variance Signed Supermartingale Measure |
scientific article; zbMATH DE number 7842765
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-Variance Policy for Discrete-time Cone Constrained Markets: The Consistency in Efficiency and Minimum-Variance Signed Supermartingale Measure |
scientific article; zbMATH DE number 7842765 |
Statements
4 March 2014
0 references
q-fin.PM
0 references
math.OC
0 references
