Continuous-Time Markowitz's Mean-Variance Model Under Different Borrowing and Saving Rates.

Chonghu Guan Xiaomin Shi Zuo Quan Xu

Published in: J. Optim. Theory Appl. (2023)

Keyphrases

probability distribution
mathematical model
formal model
similarity measure
prior knowledge
theoretical analysis
computational model
statistical model
experimental data
autoregressive
data sets
conceptual model
utility function
process model
em algorithm
image segmentation
neural network