Risk-sensitive portfolio optimization problems with fixed income securities (Q1035912): Difference between revisions
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Revision as of 02:58, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-sensitive portfolio optimization problems with fixed income securities |
scientific article |
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Risk-sensitive portfolio optimization problems with fixed income securities (English)
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4 November 2009
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risk-sensitive control
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fixed income securities
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nonstationary optimal strategies
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