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   Articles with "without cash" as a keyword



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Dynamic portfolio choice without cash

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recommendations! Published in 2019 at "Quantitative Finance"

DOI: 10.1080/14697688.2018.1465580

Abstract: Abstract We consider the dynamic mean–variance portfolio choice without cash under a game theoretic framework. The mean–variance criterion is investigated in the situation where an investor allocates the wealth among risky assets while keeping no… read more here.

Keywords: cash; mean variance; portfolio choice; without cash ... See more keywords