Multi-period portfolio optimization using model predictive control with mean-variance and risk parity frameworks (Q2670553)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-period portfolio optimization using model predictive control with mean-variance and risk parity frameworks |
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Multi-period portfolio optimization using model predictive control with mean-variance and risk parity frameworks (English)
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11 March 2022
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finance
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multi-period portfolio optimization
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model predictive control
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risk parity
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