The premium of dynamic trading (Q2994858): Difference between revisions
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Revision as of 10:51, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The premium of dynamic trading |
scientific article |
Statements
The premium of dynamic trading (English)
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29 April 2011
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continuous time
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portfolio selection
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mean-variance efficiency
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Sharpe ratio
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