Parameter identification for portfolio optimization with a slow stochastic factor (Q2101109): Difference between revisions
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Revision as of 06:51, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter identification for portfolio optimization with a slow stochastic factor |
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Parameter identification for portfolio optimization with a slow stochastic factor (English)
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28 November 2022
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portfolio optimization
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slow stochastic factor
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asymptotic approximation
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parameter identification problem
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inverse problems
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