Smoothed safety first and the holding of assets (Q5746751)
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scientific article; zbMATH DE number 6256467
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Smoothed safety first and the holding of assets |
scientific article; zbMATH DE number 6256467 |
Statements
Smoothed safety first and the holding of assets (English)
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8 February 2014
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nonparametric portfolio selection rule
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Heaviside function
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Monte Carlo simulation
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