PORTFOLIO CHOICE VIA QUANTILES (Q3084597)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PORTFOLIO CHOICE VIA QUANTILES |
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PORTFOLIO CHOICE VIA QUANTILES (English)
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25 March 2011
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continuous-time market model
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portfolio choice
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quantile function
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law invariant measure
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probability distortion
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utility maximization
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Yaari's dual theory
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goal reaching
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mutual fund theorem
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