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Portfolio Choice with Path-Dependent Scenarios
Manage episode 288751328 series 2860291
This is a summary of "Portfolio Choice with Path-Dependent Scenarios” by Mark P. Kritzman CFA, Ding Li Grace (TianTian) Qiu, David Turkington CFA, published in the First Quarter 2021 issue of the Financial Analysts Journal.
Summary: https://www.cfainstitute.org/en/research/financial-analysts-journal/2020/0015198X-2020-1841539
61 episodes
Manage episode 288751328 series 2860291
This is a summary of "Portfolio Choice with Path-Dependent Scenarios” by Mark P. Kritzman CFA, Ding Li Grace (TianTian) Qiu, David Turkington CFA, published in the First Quarter 2021 issue of the Financial Analysts Journal.
Summary: https://www.cfainstitute.org/en/research/financial-analysts-journal/2020/0015198X-2020-1841539
61 episodes
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