MARKOWITZ'S PORTFOLIO OPTIMIZATION IN AN INCOMPLETE MARKET (Q5472785)
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scientific article; zbMATH DE number 5031641
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MARKOWITZ'S PORTFOLIO OPTIMIZATION IN AN INCOMPLETE MARKET |
scientific article; zbMATH DE number 5031641 |
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MARKOWITZ'S PORTFOLIO OPTIMIZATION IN AN INCOMPLETE MARKET (English)
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12 June 2006
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mean-variance portfolios
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convex duality
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signed martingale measures
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attainable claims
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Lévy processes
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