The surprising robustness of dynamic mean-variance portfolio optimization to model misspecification errors (Q2029065)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The surprising robustness of dynamic mean-variance portfolio optimization to model misspecification errors |
scientific article |
Statements
The surprising robustness of dynamic mean-variance portfolio optimization to model misspecification errors (English)
0 references
3 June 2021
0 references
asset allocation
0 references
constrained optimal control
0 references
time-consistent
0 references
mean-variance
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
