Multiperiod mean-variance portfolio optimization via market cloning (Q647502): Difference between revisions
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Latest revision as of 23:41, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiperiod mean-variance portfolio optimization via market cloning |
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Multiperiod mean-variance portfolio optimization via market cloning (English)
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23 November 2011
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dynamic programming
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mean variance optimization
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optimal portfolios
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market clones
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independent returns
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empirical mean
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