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"Dynamic portfolio choice with Bayesian regret."

Shea D. Chen, Andrew E. B. Lim (2012)

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DOI: 10.1109/CDC.2012.6425943

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-19

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Shea D. Chen, Andrew E. B. Lim:
Dynamic portfolio choice with Bayesian regret. CDC 2012: 160-165

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