Maximin investment problems for discounted and total wealth (Q5452006)
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scientific article; zbMATH DE number 5254963
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| English | Maximin investment problems for discounted and total wealth |
scientific article; zbMATH DE number 5254963 |
Statements
Maximin investment problems for discounted and total wealth (English)
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27 March 2008
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optimal portfolio
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stochastic control
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minimax problems
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robust performance criterion
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0.8226675987243652
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0.7890920042991638
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0.7830622792243958
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0.7822746634483337
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0.7764582633972168
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