Continuous-time mean-variance portfolios: a comparison (Q2868909)
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scientific article; zbMATH DE number 6239992
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Continuous-time mean-variance portfolios: a comparison |
scientific article; zbMATH DE number 6239992 |
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Continuous-time mean-variance portfolios: a comparison (English)
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19 December 2013
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continuous-time Markowitz problem
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mean-variance portfolio optimization
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\(L^2\)-projection
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Lindberg parameterization
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