On dynamic deviation measures and continuous-time portfolio optimization (Q1704138)
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scientific article
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| English | On dynamic deviation measures and continuous-time portfolio optimization |
scientific article |
Statements
On dynamic deviation measures and continuous-time portfolio optimization (English)
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8 March 2018
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deviation measure
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time-consistency
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portfolio optimization
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extended HJB equation
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0.7883793115615845
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0.7797288298606873
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0.7788347601890564
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0.7779223322868347
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