Publication: Multiperiod mean-variance portfolio optimization in Markovian markets under imperfect information
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Program
Industrial Engineering
KU-Authors
KU Authors
Co-Authors
Authors
Dericioğlu, Harun
Advisor
Özekici, Süleyman
Publication Date
Language
English
Type
Journal Title
Journal ISSN
Volume Title
Abstract
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Publisher:
Koç University
Keywords:
Subject
Portfolio management, Reliability (Engineering)