OPTIMAL PORTFOLIOS UNDER THE THREAT OF A CRASH (Q3022038)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIMAL PORTFOLIOS UNDER THE THREAT OF A CRASH |
scientific article |
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OPTIMAL PORTFOLIOS UNDER THE THREAT OF A CRASH (English)
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22 June 2005
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Optimal portfolios
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crash modelling
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log-utility
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equilibrium strategies
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worst-case scenario
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