MEAN–VARIANCE PORTFOLIO MANAGEMENT WITH FUNCTIONAL OPTIMIZATION (Q5854327)
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scientific article; zbMATH DE number 7323558
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MEAN–VARIANCE PORTFOLIO MANAGEMENT WITH FUNCTIONAL OPTIMIZATION |
scientific article; zbMATH DE number 7323558 |
Statements
MEAN–VARIANCE PORTFOLIO MANAGEMENT WITH FUNCTIONAL OPTIMIZATION (English)
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16 March 2021
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portfolio management
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functional optimization
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Sharpe ratio
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time-series
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resampling
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