Reaching nirvana with a defaultable asset? (Q1693840)
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scientific article; zbMATH DE number 6833074
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reaching nirvana with a defaultable asset? |
scientific article; zbMATH DE number 6833074 |
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Reaching nirvana with a defaultable asset? (English)
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31 January 2018
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dynamic asset allocation
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duality-based optimal portfolio solutions
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convex duality
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non-myopic speculation
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leverage
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investment horizon
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sharpe ratio risk
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reaching for yield
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predictable default risk
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0.7459997
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0.73863184
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0.73219156
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0.73153037
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