Convex duality in constrained portfolio optimization (Q1203746)
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scientific article; zbMATH DE number 120354
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convex duality in constrained portfolio optimization |
scientific article; zbMATH DE number 120354 |
Statements
Convex duality in constrained portfolio optimization (English)
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22 February 1993
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continuous-time
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Itô process
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