Time-consistent portfolio selection under short-selling prohibition: from discrete to continuous setting (Q2940757)
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scientific article; zbMATH DE number 6388322
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| English | Time-consistent portfolio selection under short-selling prohibition: from discrete to continuous setting |
scientific article; zbMATH DE number 6388322 |
Statements
Time-Consistent Portfolio Selection under Short-Selling Prohibition: From Discrete to Continuous Setting (English)
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20 January 2015
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portfolio management
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equilibrium Markovian control
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wealth dependent risk aversion
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short-selling prohibition
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0.8445172905921936
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0.8438099026679993
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0.8179466128349304
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0.8106977939605713
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0.7861636281013489
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