Open AccessOptimal capital allocation for individual risk model using a Mean-Variance Principle
Author(s) -
Yu Jiang,
Yiying Zhang,
Peng Zhao
Publication year - 2022
Publication title -
journal of industrial and management optimization
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.325
H-Index - 32
eISSN - 1553-166X
pISSN - 1547-5816
DOI - 10.3934/jimo.2022172
Subject(s) - capital allocation line , variance (accounting) , optimal allocation , function (biology) , capital (architecture) , quadratic equation , mathematical optimization , bellman equation , economics , mathematics , econometrics , mathematical economics , computer science , microeconomics , profit (economics) , history , geometry , accounting , archaeology , evolutionary biology , biology
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