Hybrid strategy in multiperiod mean-variance framework

Xiangyu Cui, Duan Li 0002, Yun Shi, Mingjia Zhu. Hybrid strategy in multiperiod mean-variance framework. Optimization Letters, 17(2):493-509, March 2023. [doi]

Authors

Xiangyu Cui

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Duan Li 0002

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Yun Shi

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Mingjia Zhu

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