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Publication:2888929
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zbMath1239.91143MaRDI QIDQ2888929

Morten Mosegaard Christensen

Publication date: 4 June 2012

Full work available at URL: http://ebooks.worldscinet.com/ISBN/9781848168145/9781848168145_0001.html

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.


Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Financial applications of other theories (91G80) Portfolio theory (91G10)


Related Items (2)

Outperformance and Tracking: Dynamic Asset Allocation for Active and Passive Portfolio Management ⋮ Multi-period portfolio optimization: translation of autocorrelation risk to excess variance




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