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Technical Note—Options Portfolio Selection - MaRDI portal

Technical Note—Options Portfolio Selection (Q5130505)

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scientific article; zbMATH DE number 7269924
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English
Technical Note—Options Portfolio Selection
scientific article; zbMATH DE number 7269924

    Statements

    title
    Technical Note—Options Portfolio Selection (English)
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    author
    Paolo Guasoni
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    Eberhard Mayerhofer
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    publication date
    4 November 2020
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    zbMATH Keywords
    options
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    portfolio choice
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    Sharpe ratio
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    duality
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    multiple assets
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    91G20
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    91G60
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    zbMATH DE Number
    7269924
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    OpenAlex ID
    W3017880181
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