DYNAMIC MEAN–VARIANCE OPTIMIZATION PROBLEMS WITH DETERMINISTIC INFORMATION (Q4634639)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6858061
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | DYNAMIC MEAN–VARIANCE OPTIMIZATION PROBLEMS WITH DETERMINISTIC INFORMATION |
scientific article; zbMATH DE number 6858061 |
Statements
DYNAMIC MEAN–VARIANCE OPTIMIZATION PROBLEMS WITH DETERMINISTIC INFORMATION (English)
0 references
11 April 2018
0 references
mean-variance hedging
0 references
mean-variance portfolio selection
0 references
restricted information
0 references
partial information
0 references
deterministic strategies
0 references
quadratic optimization problems
0 references
financial markets
0 references
type (A) semimartingales
0 references
0 references
0 references
0.89506346
0 references
0.8936753
0 references
0.88388413
0 references
0.88330305
0 references
0.8830771
0 references
0.8778912
0 references
0.8737742
0 references
0.8717034
0 references
0.87141144
0 references
