Markowitz strategies revised
type: Item
instance of: scholarly article
title: Markowitz strategies revised
zbMATH Open document ID: 1212.91101
DOI: 10.1016/S0252-9602(09)60072-2
published in: Acta Mathematica Scientia. Series B. (English Edition)
publication date: 2010-07-08T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 5733000
zbMATH Keywords: continuous-time portfolio selection
zbMATH Keywords: Markowitz efficient strategies
zbMATH Keywords: goal-reaching probability
zbMATH Keywords: stopping time
zbMATH Keywords: expected loss
author: Jia-An Yan
author: Xun Yu Zhou
MaRDI profile type: Publication
full work available at URL: s0252-9602(09)60072-2
OpenAlex ID: W2040522405
description: scientific article; zbMATH DE number 5733000