vodickapeter Goto Github PK
Name: Peter Vodicka
Type: User
Location: London
Name: Peter Vodicka
Type: User
Location: London
IME-published article on Long-term Real Dynamic Investment Planning. While we enhance predictability of the real returns of S&P500 Index, we derive optimal non-myopic investment strategy, and we compare its performance with near-optimal Dynamic and Constant Merton investment strategies.
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