Optimum portfolio diversification in a general continuous-time model (Q794344): Difference between revisions

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Latest revision as of 12:06, 14 June 2024

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Optimum portfolio diversification in a general continuous-time model
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    Optimum portfolio diversification in a general continuous-time model (English)
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    1984
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    portfolio selection
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    stochastic control
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    martingales
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    stochastic integrals
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