Mean-variance portfolio selection under a constant elasticity of variance model (Q1785248): Difference between revisions

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Latest revision as of 16:44, 16 July 2024

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Mean-variance portfolio selection under a constant elasticity of variance model
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    Mean-variance portfolio selection under a constant elasticity of variance model (English)
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    28 September 2018
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    mean-variance portfolio selection
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    constant elasticity of variance model
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    backward stochastic Riccati equation
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    efficient frontier
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