Mean-Quadratic Variation Portfolio Optimization: A Desirable Alternative to Time-Consistent Mean-Variance Optimization? (Q4971982)

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scientific article; zbMATH DE number 7135139
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Mean-Quadratic Variation Portfolio Optimization: A Desirable Alternative to Time-Consistent Mean-Variance Optimization?
scientific article; zbMATH DE number 7135139

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    Mean-Quadratic Variation Portfolio Optimization: A Desirable Alternative to Time-Consistent Mean-Variance Optimization? (English)
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    22 November 2019
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    asset allocation
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    constrained optimal control
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    time-consistent
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    quadratic variation
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