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Continuous-time mean-variance efficiency: the 80\% rule - MaRDI portal

Continuous-time mean-variance efficiency: the 80\% rule (Q997400)

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scientific article
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English
Continuous-time mean-variance efficiency: the 80\% rule
scientific article

    Statements

    title
    Continuous-time mean-variance efficiency: the 80\% rule (English)
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    author
    Xun Li
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    Xun Yu Zhou
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    publication date
    6 August 2007
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    zbMATH Keywords
    continuous time
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    portfolio selection
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    mean-variance efficiency
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    goal-achieving
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    hitting time
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    Identifiers

    Mathematics Subject Classification ID
    91B28
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    93E20
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    60H10
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    60H30
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    zbMATH DE Number
    5177138
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    OpenAlex ID
    W3106108365
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    arXiv ID
    math/0702249
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