Multi-period mean-variance portfolio optimization based on Monte-Carlo simulation (Q1656758): Difference between revisions

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Latest revision as of 07:15, 16 July 2024

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Multi-period mean-variance portfolio optimization based on Monte-Carlo simulation
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    Multi-period mean-variance portfolio optimization based on Monte-Carlo simulation (English)
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    10 August 2018
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    dynamic portfolio management
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    mean-variance optimization
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    constrained optimization
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    simulation method
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    least squares regression
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