Optimal portfolios with asymptotic criteria (Q1313154): Difference between revisions

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+Universal Portfolios
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+Normal rank
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+A FAST ALGORITHM FOR SOLVING LARGE SCALE MEAN-VARIANCE MODELS BY COMPACT FACTORIZATION OF COVARIANCE MATRICES
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+Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods
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+OPTIMAL PORTFOLIO MANAGEMENT WITH FIXED TRANSACTION COSTS
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+Convex Analysis
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+Q4191861
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+Normal rank