‘To have what they are having’: portfolio choice for mimicking mean–variance savers

Vasyl Golosnoy and Nestor Parolya

Quantitative Finance, 2017, vol. 17, issue 11, 1645-1653

Date: 2017
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Working Paper: `To Have What They are Having': Portfolio Choice for Mimicking Mean-Variance Savers (2016)
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DOI: 10.1080/14697688.2017.1301674

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