Stochastic optimality in the portfolio tracking problem involving investor's temporal preferences (Q1688376)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic optimality in the portfolio tracking problem involving investor's temporal preferences |
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Stochastic optimality in the portfolio tracking problem involving investor's temporal preferences (English)
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5 January 2018
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optimal portfolio selection
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long-run cost
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