A dynamic view of the portfolio efficiency frontier (Q1823827)
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scientific article; zbMATH DE number 4116254
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A dynamic view of the portfolio efficiency frontier |
scientific article; zbMATH DE number 4116254 |
Statements
A dynamic view of the portfolio efficiency frontier (English)
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1989
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portfolio efficiency frontier
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intertemporal optimization
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econometric estimation
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Kalman filters
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