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subject:"United States"
~isPartOf:"Journal of economic dynamics & control"
~person:"Campbell, John Y."
~person:"Cong, F."
~person:"Post, Thierry"
~subject:"Portfolio-Management"
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Campbell, John Y.
Cong, F.
Post, Thierry
Lioui, Abraham
5
Munk, Claus
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Lillo, Fabrizio
4
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Journal of economic dynamics & control
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ERIM report series research in management
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Journal of political economy
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1
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
Saved in:
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
Saved in:
3
Strategic asset allocation in a continuous-time VAR model
Campbell, John Y.
;
Chacko, George
;
Rodriguez, Jorge
; …
- In:
Journal of economic dynamics & control
28
(
2004
)
11
,
pp. 2195-2214
Persistent link: https://www.econbiz.de/10002171788
Saved in:
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