A moment matching approach to log-normal portfolio optimization (Q1789581)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A moment matching approach to log-normal portfolio optimization |
scientific article |
Statements
A moment matching approach to log-normal portfolio optimization (English)
0 references
10 October 2018
0 references
portfolio management
0 references
log-normal distribution
0 references
basket options
0 references
nonlinear optimization
0 references
0 references
