Discrete time mean-variance analysis with singular second moment matrices and an exogenous liability (Q943498)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discrete time mean-variance analysis with singular second moment matrices and an exogenous liability |
scientific article |
Statements
Discrete time mean-variance analysis with singular second moment matrices and an exogenous liability (English)
0 references
9 September 2008
0 references
mean-variance analysis
0 references
exogenous liability
0 references
singular second moment matrices
0 references
orthogonal transformations
0 references
dynamic programming methods
0 references
0 references
