Forecasting portfolio returns with skew-geometric Brownian motions (Q6580728)
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scientific article; zbMATH DE number 7888937
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting portfolio returns with skew-geometric Brownian motions |
scientific article; zbMATH DE number 7888937 |
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Forecasting portfolio returns with skew-geometric Brownian motions (English)
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29 July 2024
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forecasting
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portfolio optimization
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skew-normal Brownian motions
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