Asset allocation with correlation: a composite trade-off (Q1683161)
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scientific article; zbMATH DE number 6816209
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asset allocation with correlation: a composite trade-off |
scientific article; zbMATH DE number 6816209 |
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Asset allocation with correlation: a composite trade-off (English)
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6 December 2017
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decision analysis
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optimization
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asset allocation
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dynamic correlation
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rebalancing and transaction costs
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