Optimal portfolio allocations with tracking error volatility and stochastic hedging constraints (Q2871414): Difference between revisions

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Optimal portfolio allocations with tracking error volatility and stochastic hedging constraints
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    Optimal portfolio allocations with tracking error volatility and stochastic hedging constraints (English)
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    23 January 2014
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    asset management
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    asset allocation
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    continuous time finance
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    portfolio optimization
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    stochastic hedging constraints
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    tracking error
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