156522 comments

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• Comment Link Lunedì, 26 Agosto 2024 10:54 posted by 績 読み方

  In a general context the optimal portfolio allocation in any time period after the first will depend on the amount of wealth that results from the previous period's portfolio, which depends on the asset returns that occurred in the previous period as well as that period's portfolio size and allocation, the latter having depended in turn on the amount of wealth resulting from the portfolio of the period before that, etc.
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