PORTFOLIO OPTIMIZATION IN A DEFAULT MODEL UNDER FULL/PARTIAL INFORMATION (Q5358060): Difference between revisions

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Latest revision as of 09:41, 30 July 2024

scientific article; zbMATH DE number 6776141
Language Label Description Also known as
English
PORTFOLIO OPTIMIZATION IN A DEFAULT MODEL UNDER FULL/PARTIAL INFORMATION
scientific article; zbMATH DE number 6776141

    Statements

    PORTFOLIO OPTIMIZATION IN A DEFAULT MODEL UNDER FULL/PARTIAL INFORMATION (English)
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    19 September 2017
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    portfolio optimization
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    full/partial information
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    logarithmic, power and exponential utility functions
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    stochastic control
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