Goal achieving probabilities of constrained mean-variance strategies (Q552995)
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scientific article; zbMATH DE number 5932054
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| English | Goal achieving probabilities of constrained mean-variance strategies |
scientific article; zbMATH DE number 5932054 |
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Goal achieving probabilities of constrained mean-variance strategies (English)
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26 July 2011
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optimal strategies
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mean-variance problem
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first passage-time probabilities
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0.7732213139533997
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0.7524352669715881
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0.7391882538795471
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0.736765444278717
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0.7306472063064575
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