Smoothed safety first and the holding of assets (Q5746751): Difference between revisions

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Latest revision as of 08:54, 7 July 2024

scientific article; zbMATH DE number 6256467
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English
Smoothed safety first and the holding of assets
scientific article; zbMATH DE number 6256467

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    Smoothed safety first and the holding of assets (English)
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    8 February 2014
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    nonparametric portfolio selection rule
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    Heaviside function
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    Monte Carlo simulation
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