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Document type:
Masterarbeit
Author(s):
Bas, Noah
Title:
Dynamic Mean-Variance Optimisation: Time-Consistent vs. Precommitment Approaches
Supervisor:
Prof. Dr. Rudi Zagst
Advisor:
Tobias Lausser
Year:
2024
Language:
en
University:
Technische Universität München
Faculty:
TUM School of Computation, Information and Technology
Commencing Date:
01.12.2024
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