The surprising robustness of dynamic mean-variance portfolio optimization to model misspecification errors (Q2029065): Difference between revisions

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Latest revision as of 21:57, 25 July 2024

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The surprising robustness of dynamic mean-variance portfolio optimization to model misspecification errors
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    The surprising robustness of dynamic mean-variance portfolio optimization to model misspecification errors (English)
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    3 June 2021
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    asset allocation
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    constrained optimal control
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    time-consistent
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    mean-variance
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