Optimum portfolio diversification in a general continuous-time model (Q794344): Difference between revisions
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Revision as of 11:05, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimum portfolio diversification in a general continuous-time model |
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Optimum portfolio diversification in a general continuous-time model (English)
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1984
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portfolio selection
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stochastic control
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martingales
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stochastic integrals
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