Dimension reduction and mutual fund theorem in maximin setting for Bond market (Q652180)

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Dimension reduction and mutual fund theorem in maximin setting for Bond market
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    Dimension reduction and mutual fund theorem in maximin setting for Bond market (English)
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    13 December 2011
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    continuous time market
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    optimal portfolio
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    minimax problems
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    saddle point
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    mutual fund theorem
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    fixed income management
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