Optimal portfolio management in a modified constant elasticity of variance model (Q1742187): Difference between revisions

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Latest revision as of 10:35, 15 July 2024

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Optimal portfolio management in a modified constant elasticity of variance model
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    Optimal portfolio management in a modified constant elasticity of variance model (English)
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    11 April 2018
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    stochastic optimal control
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    statistical arbitrage
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    M-CEV model
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    boundary-value problem
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