Multiperiod mean-variance portfolio optimization via market cloning (Q647502)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5977812
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Multiperiod mean-variance portfolio optimization via market cloning |
scientific article; zbMATH DE number 5977812 |
Statements
Multiperiod mean-variance portfolio optimization via market cloning (English)
0 references
23 November 2011
0 references
dynamic programming
0 references
mean variance optimization
0 references
optimal portfolios
0 references
market clones
0 references
independent returns
0 references
empirical mean
0 references
0 references
0 references
0.9004631
0 references
0.8884644
0 references
0.8744612
0 references
0.8713558
0 references
0.87053055
0 references
0.8704727
0 references
0.86569333
0 references
0 references
0.8626988
0 references
