On Worst-Case Portfolio Optimization (Q3544225)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Worst-Case Portfolio Optimization |
scientific article |
Statements
On Worst-Case Portfolio Optimization (English)
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5 December 2008
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Hamilton-Jacobi-Bellman equation
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stochastic differential games
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market crash
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utility optimization
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