Optimal portfolios: new variations of an old theme (Q1031945)
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scientific article; zbMATH DE number 5620209
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal portfolios: new variations of an old theme |
scientific article; zbMATH DE number 5620209 |
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Optimal portfolios: new variations of an old theme (English)
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23 October 2009
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continuous-time portfolio optimization
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derivatives
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worst-case control
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