Optimal portfolio and background risk: an exact and an approximated solution. (Q1413356)
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scientific article; zbMATH DE number 2004051
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal portfolio and background risk: an exact and an approximated solution. |
scientific article; zbMATH DE number 2004051 |
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Optimal portfolio and background risk: an exact and an approximated solution. (English)
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16 November 2003
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Asset allocation
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Inflation risk
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Feynman-Kač theorem
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Stochastic investment opportunities
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0.88555396
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0.8855119
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0.88517463
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0.88379866
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0.8819438
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