Mean-variance portfolio selection in a complete market with unbounded random coefficients (Q1689364)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-variance portfolio selection in a complete market with unbounded random coefficients |
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Mean-variance portfolio selection in a complete market with unbounded random coefficients (English)
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12 January 2018
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mean-variance portfolio selection
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unbounded random coefficients
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exponential integrability
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backward stochastic differential equations
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matrix exponential
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Sturm-Liouville theory
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