A new multi-period portfolio selection model under the factor model (Q2917049)
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scientific article; zbMATH DE number 6091435
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|---|---|---|---|
| default for all languages | No label defined |
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| English | A new multi-period portfolio selection model under the factor model |
scientific article; zbMATH DE number 6091435 |
Statements
5 October 2012
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mean-variance models
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factor model
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factor loading
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multiperiod portfolio
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A new multi-period portfolio selection model under the factor model (English)
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0.7915862202644348
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0.7792760133743286
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