A LARGE DEVIATION APPROACH TO PORTFOLIO MANAGEMENT (Q4528080)
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scientific article; zbMATH DE number 1558387
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A LARGE DEVIATION APPROACH TO PORTFOLIO MANAGEMENT |
scientific article; zbMATH DE number 1558387 |
Statements
A LARGE DEVIATION APPROACH TO PORTFOLIO MANAGEMENT (English)
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20 August 2001
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portfolio selecton
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large deviation
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expected utility
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tail probabilities
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asset returns
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dilation exponent
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0.8057260513305664
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0.7880100011825562
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0.7870551943778992
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0.7855265140533447
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0.765667736530304
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