On the Discrete Time Capital Asset Pricing Model (Q3631190)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Discrete Time Capital Asset Pricing Model |
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On the Discrete Time Capital Asset Pricing Model (English)
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5 June 2009
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replication portfolio
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optimal portfolio
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consumption
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dynamic programming
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Bellmann equation
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Markov process
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