Multiperiod portfolio optimization models in stochastic markets using the mean--variance approach (Q858428)

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Multiperiod portfolio optimization models in stochastic markets using the mean--variance approach
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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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