Pages that link to "Item:Q2868909"
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The following pages link to Continuous-time mean-variance portfolios: a comparison (Q2868909):
Displaying 8 items.
- Investing equally in risk (Q354660) (← links)
- Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes (Q494402) (← links)
- Continuous-time mean-variance portfolio optimization in a jump-diffusion market (Q538272) (← links)
- (Q3562654) (← links)
- Diversified Portfolios in Continuous Time * (Q4798680) (← links)
- Mean-Quadratic Variation Portfolio Optimization: A Desirable Alternative to Time-Consistent Mean-Variance Optimization? (Q4971982) (← links)
- Continuous time mean–variance–utility portfolio problem and its equilibrium strategy (Q5057975) (← links)
- A mean/variance approach to long-term fixed-income portfolio allocation (Q5397474) (← links)