Optimal portfolio management with American capital guarantee (Q953755)
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scientific article; zbMATH DE number 5362868
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal portfolio management with American capital guarantee |
scientific article; zbMATH DE number 5362868 |
Statements
Optimal portfolio management with American capital guarantee (English)
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6 November 2008
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portfolio optimization
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American options
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dynamic asset allocation
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0.799663245677948
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0.7910593152046204
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0.7880895137786865
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0.781775951385498
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0.7771932482719421
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