OPTIMAL INVESTMENT UNDER PARTIAL INFORMATION AND ROBUST VAR-TYPE CONSTRAINT (Q6182055)

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scientific article; zbMATH DE number 7793176
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OPTIMAL INVESTMENT UNDER PARTIAL INFORMATION AND ROBUST VAR-TYPE CONSTRAINT
scientific article; zbMATH DE number 7793176

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    OPTIMAL INVESTMENT UNDER PARTIAL INFORMATION AND ROBUST VAR-TYPE CONSTRAINT (English)
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    23 January 2024
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    uncertainty about drift
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    value-at-risk-based regulation
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    risk management
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