Optimal portfolio under fractional stochastic environment (Q5241559)
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scientific article; zbMATH DE number 7125064
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal portfolio under fractional stochastic environment |
scientific article; zbMATH DE number 7125064 |
Statements
Optimal portfolio under fractional stochastic environment (English)
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31 October 2019
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asymptotic optimality
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fractional stochastic processes
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martingale distortion
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optimal portfolio
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