Robust portfolio selection under exponential preferences (Q3561059)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust portfolio selection under exponential preferences |
scientific article |
Statements
Robust portfolio selection under exponential preferences (English)
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21 May 2010
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CARA utility
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Hamilton-Jacobi-Bellman-Isaac equation
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differential game
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