Portfolio optimization with a prescribed terminal wealth distribution (Q5068093)
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scientific article; zbMATH DE number 7503266
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio optimization with a prescribed terminal wealth distribution |
scientific article; zbMATH DE number 7503266 |
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Portfolio optimization with a prescribed terminal wealth distribution (English)
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5 April 2022
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portfolio allocation
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wealth distribution target
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optimal mass transport
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HJB
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Fokker-Planck
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