Multiperiod mean-variance optimization with intertemporal restrictions
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Publication:2471098
DOI10.1007/s10957-007-9233-xzbMath1190.90272MaRDI QIDQ2471098
Oswaldo L. V. Costa, R. B. Nabholz
Publication date: 18 February 2008
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-007-9233-x
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