Portfolio selection in stochastic markets with HARA utility functions (Q1037679): Difference between revisions

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Latest revision as of 04:03, 2 July 2024

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Portfolio selection in stochastic markets with HARA utility functions
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    Portfolio selection in stochastic markets with HARA utility functions (English)
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    16 November 2009
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    portfolio optimization
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    dynamic programming
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    HARA utility functions
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    myopic policy
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    efficient frontier
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