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"Mean-Quadratic Variation Portfolio Optimization: A Desirable Alternative ..."
Pieter M. van Staden, Duy-Minh Dang, Peter A. Forsyth (2019)
- Pieter M. van Staden, Duy-Minh Dang, Peter A. Forsyth:
Mean-Quadratic Variation Portfolio Optimization: A Desirable Alternative to Time-Consistent Mean-Variance Optimization? SIAM J. Financial Math. 10(3): 815-856 (2019)
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