Survey on multi-period mean-variance portfolio selection model (Q2676167)
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scientific article; zbMATH DE number 7593079
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Survey on multi-period mean-variance portfolio selection model |
scientific article; zbMATH DE number 7593079 |
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Survey on multi-period mean-variance portfolio selection model (English)
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27 September 2022
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multi-period mean-variance
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investment constraints
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time inconsistency
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0.8271709084510803
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0.8262267112731934
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0.8105649948120117
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0.8105589151382446
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