An Investment Strategy That Dominates the Dynamic Mean-Variance Policy
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All Author(s) ListCUI, Xiangyu, LI Duan, ZHU Shushang
Name of ConferenceSIAM Conference on Financial Mathematics and Engineering
Start Date of Conference21/11/2008
Proceedings TitleSIAM Conference on Financial Mathematics and Engineering
Year2008
Month11
Day21
LanguagesEnglish-United Kingdom
KeywordsMean-Variance; Dominating policy

Last updated on 2018-18-01 at 07:55