Optimal payoffs under state-dependent preferences (Q4683070)
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scientific article; zbMATH DE number 6939277
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal payoffs under state-dependent preferences |
scientific article; zbMATH DE number 6939277 |
Statements
Optimal payoffs under state-dependent preferences (English)
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19 September 2018
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optimal portfolio selection
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state-dependent preferences
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conditional distribution
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hedging
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state-dependent constraints
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