Portfolio optimization in a semi-Markov modulated market (Q843965)
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scientific article; zbMATH DE number 5659696
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| English | Portfolio optimization in a semi-Markov modulated market |
scientific article; zbMATH DE number 5659696 |
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Portfolio optimization in a semi-Markov modulated market (English)
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18 January 2010
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risk-sensitive control
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semi-Markov process
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fixed income securities
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nonnegative factors
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0.8221911191940308
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0.8177021741867065
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0.8156071305274963
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0.812325119972229
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