PRACTICAL INVESTMENT CONSEQUENCES OF THE SCALARIZATION PARAMETER FORMULATION IN DYNAMIC MEAN–VARIANCE PORTFOLIO OPTIMIZATION
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Publication:5157845
DOI10.1142/S0219024921500291zbMath1471.91516OpenAlexW3197763431MaRDI QIDQ5157845
Pieter M. Van Staden, Duy Minh Dang, Peter A. I. Forsyth
Publication date: 20 October 2021
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219024921500291
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