Uncertain exit time multi-period mean-variance portfolio selection with endogenous liabilities and Markov jumps (Q2350786)
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scientific article; zbMATH DE number 6450278
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Uncertain exit time multi-period mean-variance portfolio selection with endogenous liabilities and Markov jumps |
scientific article; zbMATH DE number 6450278 |
Statements
Uncertain exit time multi-period mean-variance portfolio selection with endogenous liabilities and Markov jumps (English)
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25 June 2015
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mean-variance portfolio selection
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endogenous liabilities
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efficient frontier
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uncertain exit time
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Markov jumps
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0.8557347655296326
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0.8511455059051514
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0.8343150019645691
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0.8277572989463806
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