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Revision as of 19:25, 5 March 2024
scientific article; zbMATH DE number 7102644
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PORTFOLIO OPTIMIZATION WITH PERFORMANCE RATIOS |
scientific article; zbMATH DE number 7102644 |
Statements
PORTFOLIO OPTIMIZATION WITH PERFORMANCE RATIOS (English)
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9 September 2019
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performance ratio
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portfolio optimization
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stochastic control
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martingale method
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