Dynamic mean-variance asset allocation
Year of publication: |
2009
|
---|---|
Authors: | Başak, Suleyman ; Chabakauri, Georgy |
Publisher: |
London : Centre for Economic Policy Research |
Subject: | Portfolio-Management | Portfolio selection | Unvollkommener Markt | Incomplete market | Zeitkonsistenz | Time consistency | Hedging | Theorie | Theory |
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