The premium of dynamic trading (Q2994858)
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scientific article; zbMATH DE number 5882390
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The premium of dynamic trading |
scientific article; zbMATH DE number 5882390 |
Statements
The premium of dynamic trading (English)
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29 April 2011
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continuous time
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portfolio selection
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mean-variance efficiency
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Sharpe ratio
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0.8664923310279846
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0.7993422150611877
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0.7762799859046936
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0.7443035840988159
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0.7240608930587769
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