Portfolio management with benchmark related incentives under mean reverting processes (Q1621923): Difference between revisions
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Revision as of 05:06, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio management with benchmark related incentives under mean reverting processes |
scientific article |
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Portfolio management with benchmark related incentives under mean reverting processes (English)
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12 November 2018
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investment analysis
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portfolio management
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optimal control
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mean reverting processes
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Fourier transform
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