Portfolio Optimization and Martingale Measures (Q2707151)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio Optimization and Martingale Measures |
scientific article |
Statements
Portfolio Optimization and Martingale Measures (English)
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29 March 2001
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financial market
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martingale measure
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risk aversion
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dynamic programming
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