Open AccessMarkowitz Portfolio Selection for Multivariate Affine and Quadratic Volterra Models
Author(s) -
Eduardo Abi Jaber,
Enzo Miller,
Huyên Pham
Publication year - 2021
Publication title -
siam journal on financial mathematics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.251
H-Index - 33
ISSN - 1945-497X
DOI - 10.1137/20m1347449
Subject(s) - affine transformation , selection (genetic algorithm) , multivariate statistics , mathematics , econometrics , portfolio , quadratic equation , economics , mathematical economics , computer science , statistics , financial economics , artificial intelligence , geometry , pure mathematics
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