A note on portfolio optimization with path-dependent utility (Q1313142)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on portfolio optimization with path-dependent utility |
scientific article |
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A note on portfolio optimization with path-dependent utility (English)
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26 January 1994
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path-dependent utility
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continuous trading
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goal seeking investment
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portfolio selection
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