Multiperiod mean-variance optimization with intertemporal restrictions (Q2471098): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiperiod mean-variance optimization with intertemporal restrictions |
scientific article |
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Multiperiod mean-variance optimization with intertemporal restrictions (English)
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18 February 2008
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portfolio selection
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intermediate restrictions
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