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On the Distribution of Terminal Wealth under Dynamic Mean-Variance Optimal Investment Strategies.
Pieter M. van Staden
Duy-Minh Dang
Peter A. Forsyth
Published in:
SIAM J. Financial Math. (2021)
Keyphrases
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investment strategies
stock market
stock exchange
stock price
financial markets
neural network
rebalanced portfolio
dynamic programming
investment decisions
machine learning