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Optimal Dynamic Portfolio Selection: Multiperiod Mean‐Variance Formulation
Home
Publications
Optimal Dynamic Portfolio Selection: Multiperiod Mean‐Variance Formulation
Optimal Dynamic Portfolio Selection: Multiperiod Mean‐Variance Formulation
Duan Li
Duan Li
WN
Wan‐Lung Ng
Wan‐Lung Ng
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1 July 2000
journal article
Published by
Wiley
in
Mathematical Finance
Vol. 10
(3)
,
387-406
https://doi.org/10.1111/1467-9965.00100
Abstract
No abstract available
Keywords
MULTIPERIOD PORTFOLIO SELECTION
MULTIPERIOD MEAN-VARIANCE FORMULATION
UTILITY FUNCTION
Cited by 729 articles