Discrete time mean-variance analysis with singular second moment matrices and an exogenous liability (Q943498)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discrete time mean-variance analysis with singular second moment matrices and an exogenous liability |
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Discrete time mean-variance analysis with singular second moment matrices and an exogenous liability (English)
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9 September 2008
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mean-variance analysis
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exogenous liability
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singular second moment matrices
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orthogonal transformations
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dynamic programming methods
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