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Annals of Applied Probability
Volumn 16, Issue 4, 2006, Pages 1751-1763
Continuous-time mean-variance efficiency: The 80% rule
Author keywords

Continuous time; Goalachieving; Hitting time; Mean variance efficiency; Portfolio selection
Indexed keywords

EID: 33846879563     PISSN: 10505164     EISSN: 10505164     Source Type: Journal    
DOI: 10.1214/105051606000000349     Document Type: Article
Times cited : (45)
References (12)
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.