Log mean-variance portfolio selection under regime switching (Q538328)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Log mean-variance portfolio selection under regime switching |
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Log mean-variance portfolio selection under regime switching (English)
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25 May 2011
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regime switching model
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dynamic portfolio selection
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discrete-time
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log mean-variance criteria
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quadratic programming
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EM algorithm
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