Exact properties of measures of optimal investment for benchmarked portfolios
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Publication:3568907
DOI10.1080/14697680903061412zbMath1195.91145OpenAlexW2061210414MaRDI QIDQ3568907
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Publication date: 16 June 2010
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697680903061412
Numerical methods (including Monte Carlo methods) (91G60) Monte Carlo methods (65C05) Portfolio theory (91G10)
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