Dynamic mean-risk optimization in a binomial model (Q1040686): Difference between revisions

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+https://doi.org/10.1007/s00186-008-0267-0
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+W2058378947
@@ Property / OpenAlex ID: W2058378947 / rank @@
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@@ Property / cites work @@
+Optimal Portfolios with Bounded Capital at Risk
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+Shortfall risk minimising strategies in the binomial model: characterisation and convergence
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+Optimal portfolios under a value-at-risk constraint
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