Optimal portfolios: new variations of an old theme (Q1031945): Difference between revisions
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Revision as of 20:43, 19 March 2024
scientific article
Language | Label | Description | Also known as |
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English | Optimal portfolios: new variations of an old theme |
scientific article |
Statements
Optimal portfolios: new variations of an old theme (English)
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23 October 2009
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continuous-time portfolio optimization
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derivatives
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worst-case control
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