OpenAlex
Structure Conditions under Progressively Added Information
Work
Year: 2020
Type: article
Abstract: It has been understood that the "local" existence of the Markowitz optimal portfolio or the solution to the local-risk minimization problem is guaranteed by some specific mathematical structures on th... more
Source: Theory of Probability and Its Applications
Authors Tahir Choulli, Jun Deng
Institutions University of International Business and Economics, University of Alberta
Cites: 19
Cited by: 4
Related to: 10
FWCI: 0.871
Citation percentile (by year/subfield): 73.84
Topic: Stochastic processes and financial applications
Subfield: Finance
Field: Economics, Econometrics and Finance
Domain: Social Sciences
Open Access status: green