A two-asset stochastic model for long-term portfolio selection (Q2390406)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A two-asset stochastic model for long-term portfolio selection |
scientific article |
Statements
A two-asset stochastic model for long-term portfolio selection (English)
0 references
22 July 2009
0 references
static mean-variance analysis
0 references
continuous-time formulation
0 references
Ornstein-Uhlenbeck process
0 references
holding period
0 references
