Utility Maximization Under Bounded Expected Loss (Q3396371): Difference between revisions
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Revision as of 20:46, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Utility Maximization Under Bounded Expected Loss |
scientific article |
Statements
Utility Maximization Under Bounded Expected Loss (English)
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18 September 2009
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expected shortfall
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Malliavin calculus
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portfolio optimization
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risk constraint
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utility maximization
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