Portfolio selection in stochastic markets with exponential utility functions (Q1026576): Difference between revisions
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Revision as of 08:36, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio selection in stochastic markets with exponential utility functions |
scientific article |
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Portfolio selection in stochastic markets with exponential utility functions (English)
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25 June 2009
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portfolio optimization
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dynamic programming
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exponential utility
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exponential frontier
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efficient frontier
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