Portfolio selection problem with liquidity constraints under non-extensive statistical mechanics (Q508870): Difference between revisions

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Latest revision as of 09:16, 13 July 2024

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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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