Continuous-time mean-variance efficiency: the 80\% rule (Q997400)
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scientific article; zbMATH DE number 5177138
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Continuous-time mean-variance efficiency: the 80\% rule |
scientific article; zbMATH DE number 5177138 |
Statements
Continuous-time mean-variance efficiency: the 80\% rule (English)
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6 August 2007
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continuous time
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portfolio selection
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mean-variance efficiency
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goal-achieving
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hitting time
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0.8105775117874146
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0.8071169853210449
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0.7975358366966248
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0.7948615550994873
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