A dynamic view of the portfolio efficiency frontier
type: Item
instance of: scholarly article
title: A dynamic view of the portfolio efficiency frontier
zbMATH Open document ID: 0681.90009
DOI: 10.1016/0898-1221(89)90108-9
author: J. K. Sengupta
publication date: 1989-01-01T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 91B62
Mathematics Subject Classification ID: 90C90
zbMATH DE Number: 4116254
zbMATH Keywords: portfolio efficiency frontier
zbMATH Keywords: intertemporal optimization
zbMATH Keywords: econometric estimation
zbMATH Keywords: Kalman filters
MaRDI profile type: Publication
full work available at URL: 0898-1221(89)90108-9
OpenAlex ID: W2061741764
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published in: Computers & Mathematics with Applications
description: scientific article; zbMATH DE number 4116254