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Latest revision as of 21:52, 5 July 2024

scientific article
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Long-term optimal portfolios with floor
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    Long-term optimal portfolios with floor (English)
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    15 November 2012
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    risk-sensitive portfolio optimization
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    long-term investment
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    floor constraint
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    portfolio insurance
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    CPPI
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    OBPI
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    dynamic fund protection
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    American perpetual option
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    perpetual lookback option
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