Stochastic regularization for the mean-variance allocation scheme
Year of publication: |
2019
|
---|---|
Authors: | Zumbach, Gilles O. |
Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 19.2019, 7, p. 1097-1120
|
Subject: | Covariance | Markowitz theory | Portfolio allocation | Portfolio optimization | Tactical asset allocation | Theorie | Theory | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income |
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