Stochastic regularization for the mean-variance allocation scheme (Q5234343)
From MaRDI portal
scientific article; zbMATH DE number 7110467
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic regularization for the mean-variance allocation scheme |
scientific article; zbMATH DE number 7110467 |
Statements
Stochastic regularization for the mean-variance allocation scheme (English)
0 references
26 September 2019
0 references
portfolio allocation
0 references
portfolio optimization
0 references
tactical asset allocation
0 references
covariance
0 references
Markowitz theory
0 references
0 references
