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Strategic Asset Allocation with Illiquid Alternatives.

Eric LuxenbergStephen P. BoydMisha van BeekWen CaoMykel J. Kochenderfer
Published in: ICAIF (2022)
Keyphrases
  • asset allocation
  • portfolio management
  • decision makers
  • stock market
  • optimal portfolio
  • decision making
  • long term
  • quadratic optimization