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Mean-Variance portfolio optimization when each asset has individual uncertain exit-time
Work
Year: 2016
Type: article
Abstract: The standard Markowitz Mean-Variance optimization model is a single-period portfolio selection approach where the exit-time (or the time-horizon) is deterministic.In this paper the Mean-Variance portf... more
Cites: 16
Cited by: 5
Related to: 10
FWCI: 0.548
Citation percentile (by year/subfield): 67.35
Open Access status: gold