QUANTIFYING THE IMPACT OF PARTIAL INFORMATION ON SHARPE RATIO OPTIMIZATION (Q5891126): Difference between revisions

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+Implications of the Sharpe ratio as a performance measure in multi-period settings
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+Mean‐Variance Portfolio Selection under Partial Information
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+Consumption and Portfolio Decisions when Expected Returns are Time Varying
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+Strategic asset allocation
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+Dynamic Asset Allocation in a Mean-Variance Framework
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+Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation
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+Intertemporal Asset Pricing under Knightian Uncertainty
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+Learning Under Ambiguity
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