Optimal multi-period mean-variance policy under no-shorting constraint (Q2514718)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal multi-period mean-variance policy under no-shorting constraint |
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Optimal multi-period mean-variance policy under no-shorting constraint (English)
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3 February 2015
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multi-period portfolio selection
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multi-period mean-variance formulation
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expected utility maximization
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no-shorting
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