Mean-variance optimal portfolio selection with random parameters and discontinuous stock prices (Q5456084)
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scientific article; zbMATH DE number 5260688
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| English | Mean-variance optimal portfolio selection with random parameters and discontinuous stock prices |
scientific article; zbMATH DE number 5260688 |
Statements
4 April 2008
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M-V model
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random parameter
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jump-diffusion
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0.8266938328742981
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0.8011803030967712
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0.7895115613937378
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