Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time (Q321015): Difference between revisions

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Latest revision as of 14:19, 9 December 2024

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Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time
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    Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time (English)
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    7 October 2016
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    dynamic mean-risk portfolio selection
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    conditional value at risk
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    safety-first principle
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    stochastic optimization
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    martingale approach
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