PRACTICAL INVESTMENT CONSEQUENCES OF THE SCALARIZATION PARAMETER FORMULATION IN DYNAMIC MEAN–VARIANCE PORTFOLIO OPTIMIZATION (Q5157845)
From MaRDI portal
scientific article; zbMATH DE number 7411937
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PRACTICAL INVESTMENT CONSEQUENCES OF THE SCALARIZATION PARAMETER FORMULATION IN DYNAMIC MEAN–VARIANCE PORTFOLIO OPTIMIZATION |
scientific article; zbMATH DE number 7411937 |
Statements
PRACTICAL INVESTMENT CONSEQUENCES OF THE SCALARIZATION PARAMETER FORMULATION IN DYNAMIC MEAN–VARIANCE PORTFOLIO OPTIMIZATION (English)
0 references
20 October 2021
0 references
asset allocation
0 references
constrained optimal control
0 references
time consistent
0 references
mean-variance
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
