Multi-period mean variance portfolio selection under...

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Multi-period mean variance portfolio selection under incomplete information

Zhang, Ling, Li, Zhongfei, Xu, Yunhui, Li, Yongwu
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Year:
2016
Language:
english
Journal:
Applied Stochastic Models in Business and Industry
DOI:
10.1002/asmb.2191
File:
PDF, 863 KB
english, 2016
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