A mean-variance frontier in discrete and continuous time
Paul A. Bekker
| Year of publication: |
2004
|
|---|---|
| Other Persons: | Bekker, Paul A. (contributor) |
| Publisher: |
Groningen : CCSO |
| Subject: | mean variance approach | Stochastischer Prozess | Stochastic process | Portfolio-Management | Portfolio selection |
| Extent: | Online-Ressource, 10 p., text ill |
|---|---|
| Series: | CCSO working papers : working paper series of the CCSO Center for Economic Research. - Groningen : [Verlag nicht ermittelbar], ZDB-ID 2083286-2. - Vol. 2004,6 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002597853