Portfolio optimization in stochastic markets (Q2500788)
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scientific article; zbMATH DE number 5047742
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Portfolio optimization in stochastic markets |
scientific article; zbMATH DE number 5047742 |
Statements
Portfolio optimization in stochastic markets (English)
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18 August 2006
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Portfolio optimization
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Stochastic market
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Dynamic programming
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Mean-variance models
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Efficient frontier
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0.9274320602416992
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0.8445484638214111
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0.838694155216217
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0.838694155216217
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