Mean-Quadratic Variation Portfolio Optimization: A Desirable Alternative to Time-Consistent Mean-Variance Optimization? (Q4971982)
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scientific article; zbMATH DE number 7135139
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-Quadratic Variation Portfolio Optimization: A Desirable Alternative to Time-Consistent Mean-Variance Optimization? |
scientific article; zbMATH DE number 7135139 |
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Mean-Quadratic Variation Portfolio Optimization: A Desirable Alternative to Time-Consistent Mean-Variance Optimization? (English)
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22 November 2019
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asset allocation
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constrained optimal control
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time-consistent
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quadratic variation
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