Optimal portfolio for nonstationary security market

DOI10.1023/A:1018936526554zbMATH Open0966.91038OpenAlexW154800431MaRDI QIDQ1593556

Anatoli A. Pervozvanski

Publication date: 17 January 2001

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1018936526554

zbMATH Keywords

portfolioconditional expectationutility functionforecasting errorsforecasting algorithms

Mathematics Subject Classification ID

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