Continuous-time mean-variance portfolios: a comparison (Q2868909)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Continuous-time mean-variance portfolios: a comparison |
scientific article |
Statements
Continuous-time mean-variance portfolios: a comparison (English)
0 references
19 December 2013
0 references
continuous-time Markowitz problem
0 references
mean-variance portfolio optimization
0 references
\(L^2\)-projection
0 references
Lindberg parameterization
0 references