Optimal portfolio strategies benchmarking the stock market (Q857954)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal portfolio strategies benchmarking the stock market |
scientific article |
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Optimal portfolio strategies benchmarking the stock market (English)
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5 January 2007
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portfolio optimization
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shortfall risk constraints
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optimal strategy
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martingale method
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stochastic optimal control
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