A simulation approach to statistical estimation of multiperiod optimal portfolios
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Publication:444214
DOI10.1155/2012/341476zbMath1244.91105OpenAlexW2159674319WikidataQ58697777 ScholiaQ58697777MaRDI QIDQ444214
Publication date: 14 August 2012
Published in: Advances in Decision Sciences (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/772e8d55f6507226fde93d4b99bd3fd26eedcd3a
Numerical methods (including Monte Carlo methods) (91G60) Statistical methods; risk measures (91G70) Portfolio theory (91G10)
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