On dynamic deviation measures and continuous-time portfolio optimization (Q1704138): Difference between revisions

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Property / author: Martijn R. Pistorius / rank
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Property / author: Martijn R. Pistorius / rank
 
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Latest revision as of 08:34, 30 July 2024

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On dynamic deviation measures and continuous-time portfolio optimization
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    On dynamic deviation measures and continuous-time portfolio optimization (English)
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    8 March 2018
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    deviation measure
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    time-consistency
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    portfolio optimization
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    extended HJB equation
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