A theoretical investigation of randomized asset allocation strategies (Q4541558): Difference between revisions

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scientific article; zbMATH DE number 1771954
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English
A theoretical investigation of randomized asset allocation strategies
scientific article; zbMATH DE number 1771954

    Statements

    A theoretical investigation of randomized asset allocation strategies (English)
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    4 September 2002
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    investments
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    asset class
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    expected wealth
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    portfolio
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    probability density function
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    log normal distribution
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    market timing penalty
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    asset allocator
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    pricing
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