ROBUST ASSET ALLOCATION FOR LONG-TERM TARGET-BASED INVESTING
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Publication:2986669
DOI10.1142/S0219024917500170zbMath1396.91686OpenAlexW2609534460MaRDI QIDQ2986669
Kenneth Vetzal, Peter A. I. Forsyth
Publication date: 16 May 2017
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219024917500170
Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10)
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