A new multi-period portfolio selection model under the factor model (Q2917049)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A new multi-period portfolio selection model under the factor model |
scientific article; zbMATH DE number 6091435
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new multi-period portfolio selection model under the factor model |
scientific article; zbMATH DE number 6091435 |
Statements
5 October 2012
0 references
mean-variance models
0 references
factor model
0 references
factor loading
0 references
multiperiod portfolio
0 references
A new multi-period portfolio selection model under the factor model (English)
0 references
