Equilibrium and precommitment mean-variance portfolio selection problem with partially observed price index and multiple assets (Q2176383)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equilibrium and precommitment mean-variance portfolio selection problem with partially observed price index and multiple assets |
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Equilibrium and precommitment mean-variance portfolio selection problem with partially observed price index and multiple assets (English)
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4 May 2020
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inflation risk
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investment
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partially observation
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time-consistent
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precommitment
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mean-variance
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