Generalized Markowitz mean–variance principles for multi–period portfolio–selection problems (Q4804021)
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: Generalized Markowitz mean–variance principles for multi–period portfolio–selection problems |
scientific article; zbMATH DE number 1896135
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized Markowitz mean–variance principles for multi–period portfolio–selection problems |
scientific article; zbMATH DE number 1896135 |
Statements
Generalized Markowitz mean–variance principles for multi–period portfolio–selection problems (English)
0 references
9 April 2003
0 references
multi-period portfolio-selection problem
0 references
Markowitz mean-variance principle
0 references
Karush-Kuhn-Tucker conditions
0 references
quadratic programming,
0 references
