A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function (Q492800)
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scientific article
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| English | A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function |
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A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function (English)
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21 August 2015
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multi-period asset allocation
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quadratic utility function
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closed-form solution
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tangency portfolio
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0.90132517
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0.89903164
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0.89092547
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0.8885327
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0.8816613
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0.88090014
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0.8794986
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0.8782841
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