Generalized Markowitz mean–variance principles for multi–period portfolio–selection problems (Q4804021)
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scientific article; zbMATH DE number 1896135
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized Markowitz mean–variance principles for multi–period portfolio–selection problems |
scientific article; zbMATH DE number 1896135 |
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Generalized Markowitz mean–variance principles for multi–period portfolio–selection problems (English)
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9 April 2003
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multi-period portfolio-selection problem
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Markowitz mean-variance principle
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Karush-Kuhn-Tucker conditions
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quadratic programming,
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