Financial Analysts Journal

Portfolio Choice with Path-Dependent Scenarios


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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

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Financial Analysts JournalBy CFA Institute

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