A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function (Q492800)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function |
scientific article |
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A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function (English)
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21 August 2015
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multi-period asset allocation
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quadratic utility function
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closed-form solution
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tangency portfolio
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