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Optimal portfolio for nonstationary security market (Q1593556)

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scientific article; zbMATH DE number 1554243
Language Label Description Also known as
English
Optimal portfolio for nonstationary security market
scientific article; zbMATH DE number 1554243

    Statements

    title
    Optimal portfolio for nonstationary security market (English)
    0 references
    publication date
    17 January 2001
    0 references
    zbMATH Keywords
    portfolio
    0 references
    conditional expectation
    0 references
    utility function
    0 references
    forecasting errors
    0 references
    forecasting algorithms
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    Identifiers

    zbMATH DE Number
    1554243
    0 references
    OpenAlex ID
    W154800431
    0 references
     
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