Robust state-dependent mean-variance portfolio selection: a closed-loop approach (Q2049552)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust state-dependent mean-variance portfolio selection: a closed-loop approach |
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Robust state-dependent mean-variance portfolio selection: a closed-loop approach (English)
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27 August 2021
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closed-loop control
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robust mean-variance portfolio selection
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state-dependence
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time-inconsistency
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model uncertainty
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