On dynamic deviation measures and continuous-time portfolio optimization (Q1704138): Difference between revisions
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Latest revision as of 08:34, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On dynamic deviation measures and continuous-time portfolio optimization |
scientific article |
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On dynamic deviation measures and continuous-time portfolio optimization (English)
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8 March 2018
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deviation measure
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time-consistency
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portfolio optimization
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extended HJB equation
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