Multi-period portfolio selection with drawdown control (Q2288940)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-period portfolio selection with drawdown control |
scientific article |
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Multi-period portfolio selection with drawdown control (English)
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20 January 2020
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risk management
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maximum drawdown
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dynamic asset allocation
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model predictive control
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regime switching
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forecasting
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