Dynamic mean-variance portfolio selection based on a stochastic benchmark (Q2924533)
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scientific article; zbMATH DE number 6364947
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| English | Dynamic mean-variance portfolio selection based on a stochastic benchmark |
scientific article; zbMATH DE number 6364947 |
Statements
3 November 2014
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dynamic portfolio selection
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stochastic benchmark
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optimal strategies
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efficient frontier
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0.95922315
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0.9343133
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0.9192763
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0.9161204
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0.91515154
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0.9145395
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0.9108976
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Dynamic mean-variance portfolio selection based on a stochastic benchmark (English)
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