HARA frontiers of optimal portfolios in stochastic markets (Q1926829)
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scientific article; zbMATH DE number 6119430
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | HARA frontiers of optimal portfolios in stochastic markets |
scientific article; zbMATH DE number 6119430 |
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HARA frontiers of optimal portfolios in stochastic markets (English)
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29 December 2012
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Markov processes
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dynamic programming
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portfolio optimization
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optimal control
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HARA utility functions
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HARA frontiers
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0.9228539
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0.8909756
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0.8869084
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0.8852388
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0.8842632
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0.8807897
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0.8763392
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0.8761405
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0.8753895
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0.8753274
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