Pages that link to "Item:Q3169196"
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The following pages link to Optimal Value and Growth Tilts in Long-Horizon Portfolios* (Q3169196):
Displaying 5 items.
- The costs of suboptimal dynamic asset allocation: general results and applications to interest rate risk, stock volatility risk, and growth/value tilts (Q413330) (← links)
- Robustness of stable volatility strategies (Q1657466) (← links)
- Time consistent vs. time inconsistent dynamic asset allocation: some utility cost calculations for mean variance preferences (Q1994239) (← links)
- On efficiency of mean–variance based portfolio selection in defined contribution pension schemes (Q2879023) (← links)
- Synergy frontier of multi-factor stock selection model (Q6105959) (← links)
