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scientific article
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scientific article

    Statements

    author
    Ralf Korn
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    Frank Thomas Seifried
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    publication date
    13 January 2010
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    zbMATH Keywords
    optimal portfolios
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    worst-case approach
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    utility indifference
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    HJB-equation
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    93E20
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    91-02
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    49L25
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    60G44
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    zbMATH DE Number
    5657868
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