A generalized multi-period mean-variance portfolio optimization with Markov switching parameters (Q1004111)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A generalized multi-period mean-variance portfolio optimization with Markov switching parameters |
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A generalized multi-period mean-variance portfolio optimization with Markov switching parameters (English)
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2 March 2009
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optimal control
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Markov chain
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stochastic systems
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portfolio optimization
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multi-period
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generalized mean-variance
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