Continuous-time mean-variance portfolio optimization in a jump-diffusion market (Q538272)
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scientific article; zbMATH DE number 5899496
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| English | Continuous-time mean-variance portfolio optimization in a jump-diffusion market |
scientific article; zbMATH DE number 5899496 |
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Continuous-time mean-variance portfolio optimization in a jump-diffusion market (English)
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25 May 2011
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mean-variance approach
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jump-diffusions
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portfolio optimization
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0.8218430280685425
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0.7918797731399536
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0.7892158031463623
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0.7711615562438965
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0.7682346701622009
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