The mean-variance investment problem in a constrained financial market (Q859607)
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scientific article; zbMATH DE number 5116326
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| English | The mean-variance investment problem in a constrained financial market |
scientific article; zbMATH DE number 5116326 |
Statements
The mean-variance investment problem in a constrained financial market (English)
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16 January 2007
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two-fund separation theorem
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efficient frontier
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constrained financial market
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mean-variance investment problem
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continuous time
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0.8184921741485596
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0.8159542083740234
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0.807383120059967
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0.8071902990341187
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0.8050979375839233
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