STOCHASTIC PORTFOLIO OPTIMIZATION WITH LOG UTILITY (Q5487829)
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scientific article; zbMATH DE number 5052908
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | STOCHASTIC PORTFOLIO OPTIMIZATION WITH LOG UTILITY |
scientific article; zbMATH DE number 5052908 |
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STOCHASTIC PORTFOLIO OPTIMIZATION WITH LOG UTILITY (English)
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12 September 2006
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portfolio optimization
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dynamic programming equations
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subsolution and supersolutions
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