Goal achieving probabilities of constrained mean-variance strategies
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
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Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Goal Achieving Probabilities of Mean-Variance Strategies in a Market with Regime-Switching Volatility;Applied Mathematics;2022
2. Goal achieving probabilities of cone-constrained mean-variance portfolios;Applied Stochastic Models in Business and Industry;2013-12-09
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