Mutual fund theorem for continuous time markets with random coefficients (Q2015032)
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scientific article; zbMATH DE number 6305080
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| English | Mutual fund theorem for continuous time markets with random coefficients |
scientific article; zbMATH DE number 6305080 |
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Mutual fund theorem for continuous time markets with random coefficients (English)
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18 June 2014
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optimal portfolio
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mutual fund theorem
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continuous time market models
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0.8646568059921265
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0.8156208395957947
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0.8129936456680298
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0.7747836709022522
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0.773861825466156
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