Optimal portfolio choice with absorbing Markov chains application to markets that may potentially decouple

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Bibliographische Detailangaben
Veröffentlicht in:Journal of investment management
1. Verfasser: Ang, Andrew (VerfasserIn)
Weitere Verfasser: Shen, Henry (VerfasserIn), Shen, Jeff (VerfasserIn), Zhao, Rui (VerfasserIn)
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Sprache:eng
Veröffentlicht: 2024
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