Dynamic asset allocation with mean variance preferences and a solvency constraint (Q5958786)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Dynamic asset allocation with mean variance preferences and a solvency constraint |
scientific article; zbMATH DE number 1715831
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic asset allocation with mean variance preferences and a solvency constraint |
scientific article; zbMATH DE number 1715831 |
Statements
Dynamic asset allocation with mean variance preferences and a solvency constraint (English)
0 references
3 March 2002
0 references
portfolio
0 references
continuous rebalancing
0 references
solvency constraint
0 references
investment opportunity
0 references
0 references
0 references
