Discrete and continuous time dynamic meanvariance analysis
Year of publication: 
1999


Authors:  Reiss, Ariane 
Publisher: 
Tübingen : Eberhard Karls Universität Tübingen, Wirtschaftswissenschaftliche Fakultät 
Subject:  PortfolioManagement  Dynamische Optimierung  Theorie  Maßzahl  Dynamic Optimization  Growth Optimum Portfolio  MeanVarianceEfficiency  Minimum Deviation  Portfolio Selection  TwoFund Theorem 
Series:  

Type of publication:  Book / Working Paper 
Type of publication (narrower categories):  Working Paper 
Language:  English 
Other identifiers:  813135818 [GVK] hdl:10419/47531 [Handle] RePEc:zbw:tuedps:168 [RePEc] 
Classification:  C61  Optimization Techniques; Programming Models; Dynamic Analysis ; G11  Portfolio Choice 
Source: 

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