✦ LIBER ✦

On optimal mean-variance harvesting rules

✍ Scribed by Alan Gleit

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Optimal fishery harvesting rules under u

✍ Sudipto Sarkar 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 207 KB

Computing optimal multi-currency mean-va

✍ Berç Rustem 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 384 KB

Optimal Dynamic Portfolio Selection: Mul

✍ Duan Li; Wan-Lung Ng 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 135 KB

Optimal robust mean-variance hedging in

✍ N. Lazrieva; T. Toronjadze 📂 Article 📅 2008 🏛 Springer US 🌐 English ⚖ 270 KB

Multiperiod Mean-Variance Optimization w

✍ O. L. V. Costa; R. B. Nabholz 📂 Article 📅 2007 🏛 Springer 🌐 English ⚖ 465 KB

On mean-variance portfolio selection

✍ Dr. Jacques A. Schnabel 📂 Article 📅 1984 🏛 John Wiley and Sons 🌐 English ⚖ 306 KB