Portfolio Choice with Path-Dependent Scenarios

<p>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.</p> <p>Summary: https://www.cfainstitute.org/en/research/financial-analysts-journal/2020/0015198X-2020-1841539</p>