Markowitz strategies revised (Q979477)
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scientific article; zbMATH DE number 5733000
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Markowitz strategies revised |
scientific article; zbMATH DE number 5733000 |
Statements
Markowitz strategies revised (English)
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8 July 2010
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continuous-time portfolio selection
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Markowitz efficient strategies
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goal-reaching probability
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stopping time
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expected loss
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0.7685683369636536
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0.7611294388771057
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0.7570152282714844
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0.7554587125778198
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