Theory of dynamic portfolio for survival under uncertainty (Q1377484): Difference between revisions
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Latest revision as of 08:52, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Theory of dynamic portfolio for survival under uncertainty |
scientific article |
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Theory of dynamic portfolio for survival under uncertainty (English)
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26 January 1998
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discrete time
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dynamic optimization
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probability of survival
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risk portfolio choice
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stationary optimal policies
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variable risk preference
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