Kinetic model for asset allocation with strategy switching (Q6500343)

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scientific article; zbMATH DE number 7845783
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Kinetic model for asset allocation with strategy switching
scientific article; zbMATH DE number 7845783

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    Kinetic model for asset allocation with strategy switching (English)
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    10 May 2024
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    investment allocation
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    kinetic theory
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    strategy switching
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    Fokker-Planck equation
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