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Item Statistics

Practical investment consequences of the scalarization parameter formulation in dynamic mean-variance portfolio optimization

RepositoryUniversity of Queensland [UQ eSpace]
URL
Author(s)van Staden, Pieter M.; Dang, Duy-Minh; Forsyth, Peter A.
Item TypeArticle
DOIhttps://doi.org/10.1142/S0219024921500291

Usage Date Range

     

Reporting Period Total Oct-2021 Nov-2021 Dec-2021
1 1 0 0

Average downloads per month for selected period: 0.3

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