Time cardinality constrained mean-variance dynamic portfolio selection and market timing: a stochastic control approach (Q490798)

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Time cardinality constrained mean-variance dynamic portfolio selection and market timing: a stochastic control approach
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    Time cardinality constrained mean-variance dynamic portfolio selection and market timing: a stochastic control approach (English)
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    21 August 2015
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    multi-period portfolio selection
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    multi-period mean-variance formulation
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    stochastic control
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    cardinality constraint
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    market timing
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