Large deviations estimation of the windfall and shortfall probabilities for optimal diversified portfolios (Q470428)
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English | Large deviations estimation of the windfall and shortfall probabilities for optimal diversified portfolios |
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Large deviations estimation of the windfall and shortfall probabilities for optimal diversified portfolios (English)
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12 November 2014
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diversification
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large deviations
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shortfall probabilities
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windfall probabilities
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