Optimal portfolio selection for general provisioning and terminal wealth problems (Q661214)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal portfolio selection for general provisioning and terminal wealth problems |
scientific article |
Statements
Optimal portfolio selection for general provisioning and terminal wealth problems (English)
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10 February 2012
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portfolio selection
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comonotonicity
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provisioning
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terminal wealth
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minimal return requirement
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