Risk-sensitive benchmarked asset management (Q3518381)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-sensitive benchmarked asset management |
scientific article |
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Risk-sensitive benchmarked asset management (English)
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7 August 2008
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asset management
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risk-sensitive stochastic control
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outperformance
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dynamic programming
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benchmark
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Kelly criterion
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