Dimension reduction and mutual fund theorem in maximin setting for Bond market (Q652180)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dimension reduction and mutual fund theorem in maximin setting for Bond market |
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Dimension reduction and mutual fund theorem in maximin setting for Bond market (English)
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13 December 2011
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continuous time market
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optimal portfolio
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minimax problems
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saddle point
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mutual fund theorem
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fixed income management
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