Approximating Large Diversified Portfolios (Q4791734)

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scientific article; zbMATH DE number 1862458
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Approximating Large Diversified Portfolios
scientific article; zbMATH DE number 1862458

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    Approximating Large Diversified Portfolios (English)
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    2 February 2003
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    stochastic differential equations
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    large portfolios
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    strong convergence
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    weak convergence
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    diversification
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