Multi-period mean-variance portfolio selection with a benchmark process (Q3145642)
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scientific article; zbMATH DE number 6118074
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| English | Multi-period mean-variance portfolio selection with a benchmark process |
scientific article; zbMATH DE number 6118074 |
Statements
21 December 2012
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contingent claim
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optimal hedging strategy
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mean-variance criterion
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efficient frontier
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0.9106626510620116
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0.8366341590881348
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0.8076639175415039
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0.8066676259040833
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0.8015913367271423
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