Understanding dynamic mean variance asset allocation (Q323338): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Understanding dynamic mean variance asset allocation |
scientific article |
Statements
Understanding dynamic mean variance asset allocation (English)
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7 October 2016
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mean variance
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dynamic asset allocation
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time varying risk aversion
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intertemporal hedging
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