Statistically Optimal Strategy Analysis of a Competing Portfolio Market with a Polyvariant Profit Function
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References listed on IDEAS
- Platen, Eckhard, 2006. "Portfolio selection and asset pricing under a benchmark approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 370(1), pages 23-29.
- Gollier, Christian, 2008.
"Understanding saving and portfolio choices with predictable changes in assets returns,"
Journal of Mathematical Economics,
Elsevier, vol. 44(5-6), pages 445-458, April.
- Gollier, Christian, 2007. "Understanding Saving and Portfolio Choices with Predictable Changes in Assets Returns," IDEI Working Papers 430, Institut d'Économie Industrielle (IDEI), Toulouse.
- Okui, Ryo, 2009. "The optimal choice of moments in dynamic panel data models," Journal of Econometrics, Elsevier, vol. 151(1), pages 1-16, July.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-05-29 (All new papers)
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