PRACTICAL INVESTMENT CONSEQUENCES OF THE SCALARIZATION PARAMETER FORMULATION IN DYNAMIC MEAN–VARIANCE PORTFOLIO OPTIMIZATION (Q5157845)
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scientific article; zbMATH DE number 7411937
Language | Label | Description | Also known as |
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English | PRACTICAL INVESTMENT CONSEQUENCES OF THE SCALARIZATION PARAMETER FORMULATION IN DYNAMIC MEAN–VARIANCE PORTFOLIO OPTIMIZATION |
scientific article; zbMATH DE number 7411937 |
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PRACTICAL INVESTMENT CONSEQUENCES OF THE SCALARIZATION PARAMETER FORMULATION IN DYNAMIC MEAN–VARIANCE PORTFOLIO OPTIMIZATION (English)
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20 October 2021
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asset allocation
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constrained optimal control
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time consistent
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mean-variance
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