The premium of dynamic trading in a discrete-time setting
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Publication:4554212
DOI10.1080/14697688.2015.1136747zbMath1400.91571OpenAlexW2318179520MaRDI QIDQ4554212
Xingyi Li, Haixiang Yao, Zhong-Fei Li
Publication date: 13 November 2018
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2015.1136747
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Survey on multi-period mean-variance portfolio selection model ⋮ Time-consistent strategies for multi-period portfolio optimization with/without the risk-free asset
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