PERFORMANCE ANALYSIS OF THE OPTIMAL STRATEGY UNDER PARTIAL INFORMATION (Q2976133)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PERFORMANCE ANALYSIS OF THE OPTIMAL STRATEGY UNDER PARTIAL INFORMATION |
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PERFORMANCE ANALYSIS OF THE OPTIMAL STRATEGY UNDER PARTIAL INFORMATION (English)
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13 April 2017
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optimal trading strategy
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partial observation
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Sharpe ratio
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stochastic calculus
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