Portfolio choice via quantiles (Q3084597)
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scientific article; zbMATH DE number 5870031
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Portfolio choice via quantiles |
scientific article; zbMATH DE number 5870031 |
Statements
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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0.8359035849571228
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0.8069045543670654
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0.8044450283050537
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0.7845070362091064
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