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Bayesian Filtering for Multi-period Mean-Variance Portfolio Selection

Fuente: arXiv

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Bibliographic Details
Main Authors:	Sikaria, Shubhangi, Sen, Rituparna, Upadhye, Neelesh S.
Format:	Preprint
Published:	2019
Subjects:	Portfolio Management 91G10, 62F15, 90C39, 62P05, 91B84
Online Access:	Acceder al recurso
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