Static fund separation of long-term investments
Year of publication: |
2015
|
---|---|
Authors: | Guasoni, Paolo ; Robertson, Scott |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 25.2015, 4, p. 789-826
|
Subject: | portfolio choice | fund separation | long horizon |
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