Optimal portfolio policies with borrowing and shortsale constraints (Q1583148)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1521681
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal portfolio policies with borrowing and shortsale constraints |
scientific article; zbMATH DE number 1521681 |
Statements
Optimal portfolio policies with borrowing and shortsale constraints (English)
0 references
26 October 2000
0 references
optimal intertemporal portfolio policies
0 references
borrowing constraint
0 references
shortsale restrictions
0 references
0 references
0.8596975207328796
0 references
0.8540046215057373
0 references
0.8453341126441956
0 references
0.835329532623291
0 references
0.8330016732215881
0 references
