Portfolio selection: a review (Q2247913)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio selection: a review |
scientific article |
Statements
Portfolio selection: a review (English)
0 references
30 June 2014
0 references
portfolio choice
0 references
mean-variance model
0 references
diffusion models
0 references
complete markets
0 references
Monte Carlo simulation
0 references
Malliavin derivative
0 references
dynamic hedging
0 references
bond numeraire
0 references
0 references
0 references
0 references
0 references
0 references
