An asymptotic analysis of the mean-variance portfolio selection (Q5443773)
From MaRDI portal
scientific article; zbMATH DE number 5238160
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An asymptotic analysis of the mean-variance portfolio selection |
scientific article; zbMATH DE number 5238160 |
Statements
An asymptotic analysis of the mean-variance portfolio selection (English)
0 references
22 February 2008
0 references
sequential investment
0 references
kernel-based estimation
0 references
mean-variance investment
0 references
log-optimal investment
0 references
