Semimartingale theory of monotone mean–variance portfolio allocation (Q5855952)
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scientific article; zbMATH DE number 7326779
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Semimartingale theory of monotone mean–variance portfolio allocation |
scientific article; zbMATH DE number 7326779 |
Statements
Semimartingale theory of monotone mean–variance portfolio allocation (English)
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23 March 2021
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free cash-flow stream
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monotone mean-variance
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monotone Sharpe ratio
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0.9063612
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0.8859798
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0.88522696
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0.87516665
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0.8711811
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0.86859816
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