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The impact of model risk on dynamic portfolio selection under multi-period mean-standard-deviation criterion
Penev, Spiridon, Shevchenko, Pavel V., Wu, WeiJournal:
European Journal of Operational Research
DOI:
10.1016/j.ejor.2018.08.026
Date:
August, 2018
File:
PDF, 1.11 MB
2018