Continuous-time mean-variance portfolio selection with finite transaction (Q4925764)
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scientific article; zbMATH DE number 6174831
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Continuous-time mean-variance portfolio selection with finite transaction |
scientific article; zbMATH DE number 6174831 |
Statements
12 June 2013
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continuous-time mean-variance portfolio
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finite transactions
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0.8145835399627686
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0.8119543194770813
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0.8117297887802124
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