Risk sensitive portfolio optimization (Q1974591)

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Risk sensitive portfolio optimization
scientific article

    Statements

    title
    Risk sensitive portfolio optimization (English)
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    publication date
    7 May 2000
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    zbMATH Keywords
    discrete-time portfolio selection
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    author
    Łukasz Stettner
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    Identifiers

    DOI
    10.1007/s001860050081
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    zbMATH DE Number
    1439915
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    OpenAlex ID
    W2056329886
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