Multiperiod mean-standard-deviation time consistent portfolio selection (Q2409276)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiperiod mean-standard-deviation time consistent portfolio selection |
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Multiperiod mean-standard-deviation time consistent portfolio selection (English)
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11 October 2017
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discrete time
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dynamic programming
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time consistency
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mean-standard-deviation
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non-self-financing
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