Multi-period mean-variance portfolio selection with uncertain time horizon when returns are serially correlated
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Publication:1954547
DOI10.1155/2012/216891zbMath1264.91121OpenAlexW2016780148WikidataQ58911306 ScholiaQ58911306MaRDI QIDQ1954547
Publication date: 11 June 2013
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2012/216891
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