Portfolio risk minimization and differential games (Q425781): Difference between revisions

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Latest revision as of 08:25, 5 July 2024

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Portfolio risk minimization and differential games
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    Portfolio risk minimization and differential games (English)
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    9 June 2012
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    portfolio risk minimization
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    stochastic differential game
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    convex risk measures
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    regime-switching HJB equation
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    change of measures
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    financial risk
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    macro-economic risk
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