Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Multiperiod mean-variance optimization with intertemporal restrictions - MaRDI portal

Multiperiod mean-variance optimization with intertemporal restrictions (Q2471098)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Multiperiod mean-variance optimization with intertemporal restrictions
scientific article

    Statements

    title
    Multiperiod mean-variance optimization with intertemporal restrictions (English)
    0 references
    author
    Oswaldo L. V. Costa
    0 references
    R. B. Nabholz
    0 references
    publication date
    18 February 2008
    0 references
    zbMATH Keywords
    portfolio selection
    0 references
    intermediate restrictions
    0 references

    Identifiers

    Mathematics Subject Classification ID
    90C48
    0 references
    90C15
    0 references
    91G10
    0 references
    zbMATH DE Number
    5236374
    0 references
    OpenAlex ID
    W2012698672
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2471098&oldid=35035072"
    Powered by MediaWiki