On Level Curves of Value Functions in Optimization Models of Expected Utility (Q2707154)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Level Curves of Value Functions in Optimization Models of Expected Utility |
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On Level Curves of Value Functions in Optimization Models of Expected Utility (English)
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29 March 2001
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portfolio optimization
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transaction costs
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level sets
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derivative prices
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