A note on the mean-variance criteria for discrete time financial markets (Q2508065)
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scientific article; zbMATH DE number 5061009
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A note on the mean-variance criteria for discrete time financial markets |
scientific article; zbMATH DE number 5061009 |
Statements
A note on the mean-variance criteria for discrete time financial markets (English)
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9 October 2006
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Mean-variance portfolio selection
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measure of risk
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expected utility maximization
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trinomial tree model
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0.8797719
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0.8641203
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0.8604571
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0.8567322
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0.85328054
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0.8508666
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0.84941745
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