Optimal investment for an insurer with cointegrated assets: CRRA utility (Q2252279)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment for an insurer with cointegrated assets: CRRA utility |
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Optimal investment for an insurer with cointegrated assets: CRRA utility (English)
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16 July 2014
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optimal investment
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cointegration
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pairs-trading
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utility theory
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