Dynamic Factor Model-Based Multiperiod Mean-Variance Portfolio Selection with Portfolio Constraints

Fuente: arXiv

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Bibliographic Details
Main Authors:	Gao, Jianjun, Jin, Chengneng, Shi, Yun, Cui, Xiangyu
Format:	Preprint
Published:	2025
Subjects:	Portfolio Management
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2502.17915