Portfolio management with benchmark related incentives under mean reverting processes (Q1621923): Difference between revisions

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Latest revision as of 08:31, 17 July 2024

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Portfolio management with benchmark related incentives under mean reverting processes
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    Portfolio management with benchmark related incentives under mean reverting processes (English)
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    12 November 2018
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    investment analysis
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    portfolio management
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    optimal control
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    mean reverting processes
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    Fourier transform
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