Portfolio management in the binomial model: conditions for outperforming benchmarks (Q1871761)
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scientific article; zbMATH DE number 1903787
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio management in the binomial model: conditions for outperforming benchmarks |
scientific article; zbMATH DE number 1903787 |
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Portfolio management in the binomial model: conditions for outperforming benchmarks (English)
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4 May 2003
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portfolio optimization
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outperforming benchmarks
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relative entropy
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loss function
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risk aversion
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0.87029344
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0.8583602
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0.85797566
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0.8564067
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0.85054135
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0.8490248
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0.8483357
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0.8434541
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