Portfolio selection problem with liquidity constraints under non-extensive statistical mechanics (Q508870): Difference between revisions
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Revision as of 18:45, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio selection problem with liquidity constraints under non-extensive statistical mechanics |
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Portfolio selection problem with liquidity constraints under non-extensive statistical mechanics (English)
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8 February 2017
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non-extensive statistics
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\(q\)-Gaussian distribution
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optimal portfolio
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dynamic programming
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