A Stochastic Control Approach to Risk Management Under Restricted Information (Q2707150)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Stochastic Control Approach to Risk Management Under Restricted Information |
scientific article |
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A Stochastic Control Approach to Risk Management Under Restricted Information (English)
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29 March 2001
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risk management
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shortfall risk minimization
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restricted information
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transactions costs
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dynamic programming
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