Expected utility approximation and portfolio optimisation (Q784451)
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scientific article; zbMATH DE number 7226845
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Expected utility approximation and portfolio optimisation |
scientific article; zbMATH DE number 7226845 |
Statements
Expected utility approximation and portfolio optimisation (English)
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3 August 2020
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portfolio selection
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expected utility
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mean-variance optimisation
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power utility
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asymptotic analysis
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0.8683096170425415
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0.8162540197372437
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0.7840701341629028
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0.7742908000946045
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0.7717892527580261
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