The impact of model risk on dynamic portfolio selection under multi-period mean-standard-deviation criterion (Q1622826)
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| Language | Label | Description | Also known as |
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| English | The impact of model risk on dynamic portfolio selection under multi-period mean-standard-deviation criterion |
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The impact of model risk on dynamic portfolio selection under multi-period mean-standard-deviation criterion (English)
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19 November 2018
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multivariate statistics
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robust portfolio allocation
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pseudo dynamic programming
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mean-standard-deviation
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Kullback-Leibler divergence
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