Markowitz problem for a case of random environment existence (Q1793917)
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scientific article; zbMATH DE number 6953881
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markowitz problem for a case of random environment existence |
scientific article; zbMATH DE number 6953881 |
Statements
Markowitz problem for a case of random environment existence (English)
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12 October 2018
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Markov chain
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continuous time
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Markowitz problem
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