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subject:"Portfolio selection"
~isPartOf:"Journal of economic dynamics & control"
~person:"Cong, F."
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Portfolio selection
Portfolio-Management
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Cong, F.
Lioui, Abraham
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Munk, Claus
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Li, Kai
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Journal of economic dynamics & control
International journal of theoretical and applied finance
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ECONIS (ZBW)
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Multi-period mean-variance portfolio optimization based on Monte-Carlo simulation
Cong, F.
;
Oosterlee, Cornelis Willebrordus
- In:
Journal of economic dynamics & control
64
(
2016
),
pp. 23-38
Persistent link: https://www.econbiz.de/10011708209
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2
On pre-commitment aspects of a time-consistent strategy for a mean-variance investor
Cong, F.
;
Oosterlee, Cornelis Willebrordus
- In:
Journal of economic dynamics & control
70
(
2016
),
pp. 178-193
Persistent link: https://www.econbiz.de/10011708681
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