Portfolio optimization for an investor with a benchmark (Q2343105): Difference between revisions

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Latest revision as of 00:34, 10 July 2024

scientific article
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English
Portfolio optimization for an investor with a benchmark
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    Portfolio optimization for an investor with a benchmark (English)
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    4 May 2015
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    portfolio optimization
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    benchmark
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    stochastic control
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    exponential utility
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