Portfolio management with benchmark related incentives under mean reverting processes (Q1621923)
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scientific article; zbMATH DE number 6976247
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio management with benchmark related incentives under mean reverting processes |
scientific article; zbMATH DE number 6976247 |
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Portfolio management with benchmark related incentives under mean reverting processes (English)
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12 November 2018
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investment analysis
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portfolio management
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optimal control
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mean reverting processes
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Fourier transform
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0.8711094
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0.8615681
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0.86070657
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0.8563382
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0.85249674
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0.8506421
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0.8498322
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0.84876794
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