Asymptotics of the probability minimizing a ``down-side'' risk (Q2268722)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics of the probability minimizing a ``down-side'' risk |
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Asymptotics of the probability minimizing a ``down-side'' risk (English)
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8 March 2010
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large deviation
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long-term investment
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risk-sensitive stochastic control
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Bellman equation
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