MAXIMIZING THE GROWTH RATE UNDER RISK CONSTRAINTS (Q3393979)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MAXIMIZING THE GROWTH RATE UNDER RISK CONSTRAINTS |
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MAXIMIZING THE GROWTH RATE UNDER RISK CONSTRAINTS (English)
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28 August 2009
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ergodic control
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growth-optimal portfolio
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mathematical finance
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portfolio constraints
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stochastic control
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tail value-at-risk
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value-at-risk
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