Continuous-time mean-variance portfolio optimization in a jump-diffusion market
type: Item
instance of: scholarly article
title: Continuous-time mean-variance portfolio optimization in a jump-diffusion market
zbMATH Open document ID: 1232.91603
author: Özge Sezgin Alp
author: Ralf Korn
published in: Decisions in Economics and Finance
publication date: 2011-05-25T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 60J75
zbMATH DE Number: 5899496
zbMATH Keywords: mean-variance approach
zbMATH Keywords: jump-diffusions
zbMATH Keywords: portfolio optimization
MaRDI profile type: Publication
full work available at URL: s10203-010-0106-7
OpenAlex ID: W1990188636
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DOI: 10.1007/S10203-010-0106-7
description: scientific article; zbMATH DE number 5899496