Optimal portfolio management with American capital guarantee (Q953755)

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Optimal portfolio management with American capital guarantee
scientific article

    Statements

    title
    Optimal portfolio management with American capital guarantee (English)
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    author
    Nicole El Karoui
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    Vincent Lacoste
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    publication date
    6 November 2008
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    zbMATH Keywords
    portfolio optimization
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    American options
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    dynamic asset allocation
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    Identifiers

    zbMATH DE Number
    5362868
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