Optimal consumption and investment with bounded downside risk for power utility functions (Q3400713): Difference between revisions
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Revision as of 10:50, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal consumption and investment with bounded downside risk for power utility functions |
scientific article |
Statements
5 February 2010
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portfolio optimization
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stochastic optimal control
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risk constraints
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q-fin.PM
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math.PR
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q-fin.PR
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