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Search: subject:"Multi-period asset allocation"
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Portfolio selection
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European journal of operational research : EJOR
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Journal of business and finance
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ECONIS (ZBW)
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Dynamic portfolio optimization with liquidity cost and market impact : a simulation-and-regression approach
Zhang, Rongju
;
Langrené, Nicolas
;
Tian, Yu
;
Zhu, Zili
; …
- In:
Quantitative finance
19
(
2019
)
3
,
pp. 519-532
Persistent link: https://www.econbiz.de/10012194674
Saved in:
2
On the exact solution of the multi-period portfolio choice problem for an exponential utility under return predictability
Bodnar, Taras
;
Parolya, Nestor
;
Schmid, Wolfgang
- In:
European journal of operational research : EJOR
246
(
2015
)
2
,
pp. 528-542
Persistent link: https://www.econbiz.de/10011338116
Saved in:
3
Asset-liability management models in decision making
Bajram, Narela
;
Can, Mehmet
- In:
Journal of business and finance
1
(
2013
)
1
,
pp. 11-16
Persistent link: https://www.econbiz.de/10010201760
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