Multiperiod portfolio optimization models in stochastic markets using the mean--variance approach (Q858428)
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scientific article; zbMATH DE number 5082829
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| English | Multiperiod portfolio optimization models in stochastic markets using the mean--variance approach |
scientific article; zbMATH DE number 5082829 |
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Multiperiod portfolio optimization models in stochastic markets using the mean--variance approach (English)
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9 January 2007
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portfolio optimization
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stochastic market
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mean--variance models
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safety-first
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coefficient of variation
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quadratic utility functions
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0.93467385
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0.9256883
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0.9254806
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0.92265505
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0.91762197
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0.91700584
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0.9163755
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