Mean-variance portfolio selection with correlation risk (Q2252429)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-variance portfolio selection with correlation risk |
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Mean-variance portfolio selection with correlation risk (English)
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17 July 2014
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mean-variance portfolio theory
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correlation risk
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pre-commitment policy
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stochastic covariance matrix
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Wishart process
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