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"Multi-period asset allocation with lower partial moments criteria and ..."

Giuseppe Carlo Calafiore, Fatemeh Kharaman (2014)

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DOI: 10.1109/CIFER.2014.6924060

access: closed

type: Conference or Workshop Paper

metadata version: 2019-09-25

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Giuseppe Carlo Calafiore, Fatemeh Kharaman:
Multi-period asset allocation with lower partial moments criteria and affine policies. CIFEr 2014: 100-106

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