"Multiperiod Mean Conditional Value at Risk Asset Allocation: Is It ..."

Peter A. Forsyth (2020)

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DOI: 10.1137/19M124650X

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type: Journal Article

metadata version: 2020-07-29

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Peter A. Forsyth:
Multiperiod Mean Conditional Value at Risk Asset Allocation: Is It Advantageous to Be Time Consistent? SIAM J. Financial Math. 11(2): 358-384 (2020)

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