INITIAL INVESTMENT CHOICE AND OPTIMAL FUTURE ALLOCATIONS UNDER TIME-MONOTONE PERFORMANCE CRITERIA (Q3086256): Difference between revisions
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Property / cites work: Portfolio Choice under Space-Time Monotone Performance Criteria / rank | |||
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Property / cites work: Optimal Asset Allocation under Forward Exponential Performance Criteria / rank | |||
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Latest revision as of 22:46, 3 July 2024
scientific article
Language | Label | Description | Also known as |
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English | INITIAL INVESTMENT CHOICE AND OPTIMAL FUTURE ALLOCATIONS UNDER TIME-MONOTONE PERFORMANCE CRITERIA |
scientific article |
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INITIAL INVESTMENT CHOICE AND OPTIMAL FUTURE ALLOCATIONS UNDER TIME-MONOTONE PERFORMANCE CRITERIA (English)
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30 March 2011
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portfolio management
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forward investment performance
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time consistency
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utility theory
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