Optimal portfolios based on weakly dependent data (Q260956)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal portfolios based on weakly dependent data |
scientific article |
Statements
Optimal portfolios based on weakly dependent data (English)
0 references
22 March 2016
0 references
portfolio theory
0 references
difference equation
0 references
Black-Scholes model
0 references
strong mixing
0 references
0 references
