Dynamic portfolio strategies: Quantitative methods and empirical rules for incomplete information
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Publication:1596742
zbMath0997.91023MaRDI QIDQ1596742
Publication date: 3 May 2002
Published in: International Series in Operations Research \& Management Science (Search for Journal in Brave)
utilitiesconstraintsasymptotic arbitrageoptimal investmentdirect observation of parametersgap and goal achievementhistorical pricesmodel-free strategiesportfolio compressionreplication of claimsstochastic financial market model
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