Portfolio selection in stochastic markets with HARA utility functions (Q1037679): Difference between revisions
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Revision as of 22:19, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio selection in stochastic markets with HARA utility functions |
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Portfolio selection in stochastic markets with HARA utility functions (English)
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16 November 2009
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portfolio optimization
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dynamic programming
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HARA utility functions
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myopic policy
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efficient frontier
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