Pages that link to "Item:Q4392517"
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The following pages link to Autocorrelated Returns and Optimal Intertemporal Portfolio Choice (Q4392517):
Displayed 6 items.
- Optimal investment with noise trading risk (Q732810) (← links)
- Efficient gradualism in intertemporal portfolios. (Q1605703) (← links)
- Multi-period mean-variance portfolio selection with uncertain time horizon when returns are serially correlated (Q1954547) (← links)
- Bayesian filtering for multi-period mean-variance portfolio selection (Q2241542) (← links)
- A stochastic programming approach for multi-period portfolio optimization (Q2271799) (← links)
- Optimal portfolio choice and stochastic volatility (Q5414493) (← links)