Continuous-time mean-variance efficiency: The 80% rule
10.1214/105051606000000349
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sg-nus-scholar.10635-1030622024-11-08T21:01:37Z Continuous-time mean-variance efficiency: The 80% rule Li, X. Zhou, X.Y. MATHEMATICS Continuous time Goalachieving Hitting time Mean-variance efficiency Portfolio selection 10.1214/105051606000000349 Annals of Applied Probability 16 4 1751-1763 2014-10-28T02:32:53Z 2014-10-28T02:32:53Z 2006-11 Article Li, X., Zhou, X.Y. (2006-11). Continuous-time mean-variance efficiency: The 80% rule. Annals of Applied Probability 16 (4) : 1751-1763. ScholarBank@NUS Repository. https://doi.org/10.1214/105051606000000349 10505164 http://scholarbank.nus.edu.sg/handle/10635/103062 000243782000002 Scopus |
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National University of Singapore |
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Asia |
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Singapore Singapore |
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Continuous time Goalachieving Hitting time Mean-variance efficiency Portfolio selection |
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Continuous time Goalachieving Hitting time Mean-variance efficiency Portfolio selection Li, X. Zhou, X.Y. Continuous-time mean-variance efficiency: The 80% rule |
| description |
10.1214/105051606000000349 |
| author2 |
MATHEMATICS |
| author_facet |
MATHEMATICS Li, X. Zhou, X.Y. |
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Article |
| author |
Li, X. Zhou, X.Y. |
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Li, X. |
| title |
Continuous-time mean-variance efficiency: The 80% rule |
| title_short |
Continuous-time mean-variance efficiency: The 80% rule |
| title_full |
Continuous-time mean-variance efficiency: The 80% rule |
| title_fullStr |
Continuous-time mean-variance efficiency: The 80% rule |
| title_full_unstemmed |
Continuous-time mean-variance efficiency: The 80% rule |
| title_sort |
continuous-time mean-variance efficiency: the 80% rule |
| publishDate |
2014 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/103062 |
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