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- W2370734405 abstract "In this paper,we develop multi-period asset allocation models based on VaR.Based on our country economic environment we simulate the models under the uncertainty about future asset returns,wage inflation and price inflation.We make a conclusion that the dynamic models are better than the static models by comparison of their optimum.Multi-period asset allocation models based on VaR have fewer expected losses and less risk than static models with the same of expected wealth." @default.
- W2370734405 created "2016-06-24" @default.
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- W2370734405 date "2005-01-01" @default.
- W2370734405 modified "2023-09-26" @default.
- W2370734405 title "Multi-Period Financial Asset Allocation Models Based on VaR" @default.
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