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~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Theorie
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Theory
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Kontrolltheorie
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Portfolio selection
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Portfolio-Management
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Control theory
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Intertemporal optimization
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Kalman filtering
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Riccati equation
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Time series analysis
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Capital income
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USA
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United States
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Monetary targeting
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1968-1989
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Mitchell, Douglas W.
3
Balvers, Ronald J.
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Douglas, Stratford Marion
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International economic review
1
Journal of economic dynamics & control
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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Effects of decision interval on optimal intertemporal portfolios with serially correlated returns
Mitchell, Douglas W.
- In:
The quarterly review of economics and finance : journal …
41
(
2001
)
3
,
pp. 427-438
Persistent link: https://www.econbiz.de/10001603000
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2
Efficient gradualism in intertemporal portfolios
Balvers, Ronald J.
;
Mitchell, Douglas W.
- In:
Journal of economic dynamics & control
24
(
2000
)
1
,
pp. 21-38
Persistent link: https://www.econbiz.de/10001421677
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3
Portfolio response to a shift in a return distribution : the case of n-dependent assets
Mitchell, Douglas W.
- In:
International economic review
38
(
1997
)
4
,
pp. 945-950
Persistent link: https://www.econbiz.de/10001228260
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