Robust optimal portfolio choice under Markovian regime-switching model (Q1023980)
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scientific article; zbMATH DE number 5565143
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| English | Robust optimal portfolio choice under Markovian regime-switching model |
scientific article; zbMATH DE number 5565143 |
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Robust optimal portfolio choice under Markovian regime-switching model (English)
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16 June 2009
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0.8489958643913269
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0.8452537059783936
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0.8385887742042542
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0.8369311094284058
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0.8362836837768555
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