Dynamic asset allocation with mean variance preferences and a solvency constraint (Q5958786)
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scientific article; zbMATH DE number 1715831
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| English | Dynamic asset allocation with mean variance preferences and a solvency constraint |
scientific article; zbMATH DE number 1715831 |
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Dynamic asset allocation with mean variance preferences and a solvency constraint (English)
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3 March 2002
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portfolio
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continuous rebalancing
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solvency constraint
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investment opportunity
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0.884376585483551
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0.806349515914917
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0.803683340549469
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0.7888990640640259
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0.7852789163589478
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