Discrete and continuous time dynamic mean-variance analysis
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References listed on IDEAS
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More about this item
KeywordsDynamic Optimization; Growth Optimum Portfolio; Mean-Variance-Efficiency; Minimum Deviation; Portfolio Selection; Two-Fund Theorem;
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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