Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation (Q2707157)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation |
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Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation (English)
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29 March 2001
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multiperiod portfolio selection
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mean-variance criteria
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linear-quadratic control
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