Utility Maximization Under Bounded Expected Loss (Q3396371)
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scientific article; zbMATH DE number 5604648
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Utility Maximization Under Bounded Expected Loss |
scientific article; zbMATH DE number 5604648 |
Statements
Utility Maximization Under Bounded Expected Loss (English)
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18 September 2009
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expected shortfall
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Malliavin calculus
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portfolio optimization
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risk constraint
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utility maximization
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0.8841034770011902
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0.8709664344787598
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0.8594785928726196
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0.8585017323493958
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0.8532541990280151
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