Understanding dynamic mean variance asset allocation (Q323338)
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: Understanding dynamic mean variance asset allocation |
scientific article; zbMATH DE number 6636465
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Understanding dynamic mean variance asset allocation |
scientific article; zbMATH DE number 6636465 |
Statements
Understanding dynamic mean variance asset allocation (English)
0 references
7 October 2016
0 references
mean variance
0 references
dynamic asset allocation
0 references
time varying risk aversion
0 references
intertemporal hedging
0 references
0 references
0 references
0 references
0 references
0 references
