ON PORTFOLIO CHOICE BY MAXIMIZING THE OUTPERFORMANCE PROBABILITY (Q3069961)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON PORTFOLIO CHOICE BY MAXIMIZING THE OUTPERFORMANCE PROBABILITY |
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ON PORTFOLIO CHOICE BY MAXIMIZING THE OUTPERFORMANCE PROBABILITY (English)
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2 February 2011
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portfolio selection
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benchmark outperformance
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geometric Brownian motion
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large deviations
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optimal control
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