Optimal portfolio for nonstationary security market (Q1593556)
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scientific article; zbMATH DE number 1554243
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal portfolio for nonstationary security market |
scientific article; zbMATH DE number 1554243 |
Statements
Optimal portfolio for nonstationary security market (English)
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17 January 2001
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portfolio
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conditional expectation
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utility function
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forecasting errors
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forecasting algorithms
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0.7703597545623779
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0.7513075470924377
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