Buy-and-hold mean-variance portfolios with a random exit strategy (Q4554501)
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scientific article; zbMATH DE number 6979529
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| English | Buy-and-hold mean-variance portfolios with a random exit strategy |
scientific article; zbMATH DE number 6979529 |
Statements
Buy-and-hold mean-variance portfolios with a random exit strategy (English)
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14 November 2018
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portfolio selection
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random horizon
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Sharpe ratio
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multivariate renewal theory
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0.7740461826324463
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0.7547882795333862
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0.7508108615875244
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0.7399896383285522
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0.7382711172103882
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