An improvement of the parameter certainty equivalence method in portfolio selection (Q1415422)
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scientific article; zbMATH DE number 2012843
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An improvement of the parameter certainty equivalence method in portfolio selection |
scientific article; zbMATH DE number 2012843 |
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An improvement of the parameter certainty equivalence method in portfolio selection (English)
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4 December 2003
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Bayesian approach
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expected utility
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