Portfolio selection in a two-regime world (Q2630104)
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scientific article; zbMATH DE number 6605958
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Portfolio selection in a two-regime world |
scientific article; zbMATH DE number 6605958 |
Statements
Portfolio selection in a two-regime world (English)
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25 July 2016
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regimes
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stochastic dominance
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mean-variance
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portfolio optimization
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0.7860233187675476
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0.7754572033882141
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0.7745980620384216
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0.7582489848136902
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0.7566595673561096
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