The premium of dynamic trading in a discrete-time setting (Q4554212)
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scientific article; zbMATH DE number 6976813
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The premium of dynamic trading in a discrete-time setting |
scientific article; zbMATH DE number 6976813 |
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The premium of dynamic trading in a discrete-time setting (English)
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13 November 2018
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premium of dynamic trading
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discrete-time setting
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efficient frontier
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Sharpe ratio
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portfolio selection
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