Optimal Asset Allocation under Forward Exponential Performance Criteria (Q3626714): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Asset Allocation under Forward Exponential Performance Criteria |
scientific article |
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Optimal Asset Allocation under Forward Exponential Performance Criteria (English)
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22 May 2009
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asset allocation
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differential performance input
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forward exponential performance
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stochastic optimization
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incomplete markets
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