Risk‐based Decisions on the Asset Structure of a Bank under Partial Economic Information (Q3523657)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk‐based Decisions on the Asset Structure of a Bank under Partial Economic Information |
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Statements
Risk‐based Decisions on the Asset Structure of a Bank under Partial Economic Information (English)
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5 September 2008
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portfolio optimization
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bank assets
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partial observation
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stochastic maximum principle
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FBSDEs
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