OPTIMAL CONSTANT-REBALANCED PORTFOLIO INVESTMENT STRATEGIES FOR DYNAMIC PORTFOLIO SELECTION (Q5487832)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: OPTIMAL CONSTANT-REBALANCED PORTFOLIO INVESTMENT STRATEGIES FOR DYNAMIC PORTFOLIO SELECTION |
scientific article; zbMATH DE number 5052911
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | OPTIMAL CONSTANT-REBALANCED PORTFOLIO INVESTMENT STRATEGIES FOR DYNAMIC PORTFOLIO SELECTION |
scientific article; zbMATH DE number 5052911 |
Statements
OPTIMAL CONSTANT-REBALANCED PORTFOLIO INVESTMENT STRATEGIES FOR DYNAMIC PORTFOLIO SELECTION (English)
0 references
12 September 2006
0 references
dynamic portfolio optimization
0 references
earnings-at-risk
0 references
constant-rebalanced portfolios
0 references
Black-Scholes model
0 references
0.8711031079292297
0 references
0.8461534380912781
0 references
0.8350032567977905
0 references
0.8179848194122314
0 references
