Dynamic asset allocation with mean variance preferences and a solvency constraint (Q5958786)
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scientific article; zbMATH DE number 1715831
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic asset allocation with mean variance preferences and a solvency constraint |
scientific article; zbMATH DE number 1715831 |
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Dynamic asset allocation with mean variance preferences and a solvency constraint (English)
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3 March 2002
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portfolio
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continuous rebalancing
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solvency constraint
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investment opportunity
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