Understanding dynamic mean variance asset allocation (Q323338)
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scientific article; zbMATH DE number 6636465
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Understanding dynamic mean variance asset allocation |
scientific article; zbMATH DE number 6636465 |
Statements
Understanding dynamic mean variance asset allocation (English)
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7 October 2016
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mean variance
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dynamic asset allocation
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time varying risk aversion
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intertemporal hedging
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0.815087616443634
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0.806349515914917
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0.8009123206138611
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0.7909225821495056
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0.7866573333740234
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