Optimal portfolio selection and compression in an incomplete market (Q4646491)
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scientific article; zbMATH DE number 7001040
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal portfolio selection and compression in an incomplete market |
scientific article; zbMATH DE number 7001040 |
Statements
Optimal portfolio selection and compression in an incomplete market (English)
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14 January 2019
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optimal portfolio selection
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portfolio compression
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incomplete market
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0.7871353626251221
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0.7830088138580322
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0.7829881310462952
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0.7758035659790039
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0.7704309225082397
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