On the Distribution of Terminal Wealth under Dynamic Mean-Variance Optimal Investment Strategies
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Finance,Numerical Analysis
Link
https://epubs.siam.org/doi/pdf/10.1137/20M1338241
Reference67 articles.
1. On the Measurement of Poverty
2. Skewness Consequences of Seeking Alpha
3. Stocks as Lotteries: The Implications of Probability Weighting for Security Prices
4. Dynamic Mean-Variance Asset Allocation
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