On horizon-consistent mean-variance portfolio allocation (Q6549611)
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scientific article; zbMATH DE number 7859357
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On horizon-consistent mean-variance portfolio allocation |
scientific article; zbMATH DE number 7859357 |
Statements
On horizon-consistent mean-variance portfolio allocation (English)
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4 June 2024
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return decomposition
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multiple horizons
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horizon consistency
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mean-variance frontier
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martingale pricing
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stochastic interest rates
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