Portfolio selection in stochastic markets with exponential utility functions (Q1026576): Difference between revisions

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Latest revision as of 16:47, 1 July 2024

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Portfolio selection in stochastic markets with exponential utility functions
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    Portfolio selection in stochastic markets with exponential utility functions (English)
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    25 June 2009
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    portfolio optimization
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    dynamic programming
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    exponential utility
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    exponential frontier
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    efficient frontier
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