Multiperiod mean-variance optimization with intertemporal restrictions (Q2471098)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiperiod mean-variance optimization with intertemporal restrictions |
scientific article |
Statements
Multiperiod mean-variance optimization with intertemporal restrictions (English)
0 references
18 February 2008
0 references
portfolio selection
0 references
intermediate restrictions
0 references
0 references
0 references
