Optimal investment with multiple risky assets under short-selling prohibition in a periodic environment (Q2439874)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment with multiple risky assets under short-selling prohibition in a periodic environment |
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Optimal investment with multiple risky assets under short-selling prohibition in a periodic environment (English)
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18 March 2014
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adjustment coefficient
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exponential utility
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Itō formula
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optimal strategy
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periodic environment
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ruin probability
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