Portfolio optimization with random parameters and stochastic cash flow for quadratic utility maximization (Q2886646)
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scientific article; zbMATH DE number 6041315
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| English | Portfolio optimization with random parameters and stochastic cash flow for quadratic utility maximization |
scientific article; zbMATH DE number 6041315 |
Statements
1 June 2012
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random parameters
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stochastic cash flow
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quadratic utility maximization
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optimal portfolio
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Portfolio optimization with random parameters and stochastic cash flow for quadratic utility maximization (English)
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0.8296098113059998
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0.8178439736366272
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0.8178439736366272
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0.8092765808105469
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