Large deviations theorems for optimal investment problems with large portfolios (Q418070)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviations theorems for optimal investment problems with large portfolios |
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Large deviations theorems for optimal investment problems with large portfolios (English)
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14 May 2012
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optimal portfolio
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Edgeworth expansion
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shortfall probability
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large deviations
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