Simulation of diversified portfolios in continuous financial markets (Q4925779)
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scientific article; zbMATH DE number 6174845
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Simulation of diversified portfolios in continuous financial markets |
scientific article; zbMATH DE number 6174845 |
Statements
12 June 2013
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diversified portfolio
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equi-weighted index
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optimal portfolio
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expected logarithmic utility
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continuous financial market
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0.7167366743087769
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0.7161350250244141
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0.7127411365509033
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0.7124579548835754
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0.6945131421089172
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