Continuous-time mean-variance portfolios: a comparison (Q2868909)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Continuous-time mean-variance portfolios: a comparison |
scientific article; zbMATH DE number 6239992
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Continuous-time mean-variance portfolios: a comparison |
scientific article; zbMATH DE number 6239992 |
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
0.8218430280685425
0 references
0.7966305613517761
0 references
0.7898184657096863
0 references
0.7808988690376282
0 references
