Risk-sensitive portfolio optimization problems with general nonnegative factor models (Q1002378)
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scientific article; zbMATH DE number 5519180
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-sensitive portfolio optimization problems with general nonnegative factor models |
scientific article; zbMATH DE number 5519180 |
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Risk-sensitive portfolio optimization problems with general nonnegative factor models (English)
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26 February 2009
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risk-sensitive portfolio optimization
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optimal investment strategies
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portfolio optimization problem with stochastic interest rate
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0.9405073
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0.91505635
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0.89554924
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0.8952692
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0.88690376
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0.8826522
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