Discrete time mean-variance analysis with singular second moment matrices and an exogenous liability (Q943498): Difference between revisions

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Latest revision as of 16:39, 28 June 2024

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Discrete time mean-variance analysis with singular second moment matrices and an exogenous liability
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    Discrete time mean-variance analysis with singular second moment matrices and an exogenous liability (English)
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    9 September 2008
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    mean-variance analysis
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    exogenous liability
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    singular second moment matrices
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    orthogonal transformations
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    dynamic programming methods
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