Portfolio optimization for an investor with a benchmark (Q2343105): Difference between revisions
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Revision as of 16:23, 2 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio optimization for an investor with a benchmark |
scientific article |
Statements
Portfolio optimization for an investor with a benchmark (English)
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4 May 2015
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portfolio optimization
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benchmark
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stochastic control
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exponential utility
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