Mean-Variance portfolio optimization when each asset has individual uncertain exit-time
From MaRDI portal
Publication:5888656
DOI10.18187/PJSOR.V12I4.1251OpenAlexW2562018701MaRDI QIDQ5888656
Publication date: 25 April 2023
Published in: Pakistan Journal of Statistics and Operation Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.18187/pjsor.v12i4.1251
Related Items (2)
Modeling and solving portfolio selection problems based on PVaR ⋮ Mean-variance portfolio selection with an uncertain exit-time in a regime-switching market
This page was built for publication: Mean-Variance portfolio optimization when each asset has individual uncertain exit-time
