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- W2238549515 abstract "In this paper we propose a portfolio choice problem under the hypothesis of Markovian returns. In particular, we assume stable Paretian distributed returns which imports a more flexible environment rather than the traditional Gaussian modeling. Therefore under these assumptions we perform an ex-post analysis to investigate the real benefit of our approach and draw some remarkable conclusions." @default.
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- W2238549515 date "2013-01-01" @default.
- W2238549515 modified "2023-09-28" @default.
- W2238549515 title "An asymptotic Markovian approach to the portfolio selection problem" @default.
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