Outline Overview Motivation The linear-quadratic framework An Alternative Approach Numerical Experiment Real Data Analysis Conclusion Dynamic Asset Allocation with predictability and transaction costs Pierre Collin-Dufr

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Date: 2014-08-28 07:43:31		Outline Overview Motivation The linear-quadratic framework An Alternative Approach Numerical Experiment Real Data Analysis Conclusion Dynamic Asset Allocation with predictability and transaction costs Pierre Collin-Dufr Add to Reading List Source URL: files.conferencemanager.dk Download Document from Source Website File Size: 660,86 KB Share Document on Facebook