Optimizing allocations

Attilio Meucci ()
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Attilio Meucci: Lehman Brothers, Inc.

Chapter 6 in Risk and Asset Allocation, 2005, pp 301-359 from Springer

Keywords: Optimal Allocation; Sharpe Ratio; Investment Horizon; Conformable Vector; Feasible Allocation (search for similar items in EconPapers)
Date: 2005
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DOI: 10.1007/978-3-540-27904-4_6

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