Pages that link to "Item:Q299865"
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The following pages link to Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets (Q299865):
Displaying 5 items.
- Long-run wavelet-based correlation for financial time series (Q724160) (← links)
- Asset allocation with correlation: a composite trade-off (Q1683161) (← links)
- Massively parallel processing of recursive multi-period portfolio models (Q1751815) (← links)
- Mildly explosive dynamics in U.S. fixed income markets (Q2023952) (← links)
- Multi-period portfolio optimization using model predictive control with mean-variance and risk parity frameworks (Q2670553) (← links)
