HARA frontiers of optimal portfolios in stochastic markets (Q1926829): Difference between revisions

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Latest revision as of 01:31, 6 July 2024

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HARA frontiers of optimal portfolios in stochastic markets
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    HARA frontiers of optimal portfolios in stochastic markets (English)
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    29 December 2012
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    Markov processes
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    dynamic programming
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    portfolio optimization
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    optimal control
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    HARA utility functions
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    HARA frontiers
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