On Level Curves of Value Functions in Optimization Models of Expected Utility (Q2707154): Difference between revisions
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Latest revision as of 22:56, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Level Curves of Value Functions in Optimization Models of Expected Utility |
scientific article |
Statements
On Level Curves of Value Functions in Optimization Models of Expected Utility (English)
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29 March 2001
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portfolio optimization
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transaction costs
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level sets
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derivative prices
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