Multiperiod mean-variance optimization with intertemporal restrictions (Q2471098)
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scientific article; zbMATH DE number 5236374
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Multiperiod mean-variance optimization with intertemporal restrictions |
scientific article; zbMATH DE number 5236374 |
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Multiperiod mean-variance optimization with intertemporal restrictions (English)
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18 February 2008
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portfolio selection
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intermediate restrictions
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0.8231600522994995
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0.8231600522994995
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0.8003228902816772
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0.7940798997879028
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0.7940526008605957
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