Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation (Q2707157)

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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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