Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control (Q2464235)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control |
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Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control (English)
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10 December 2007
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risk neutral probabilities
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dynamic investment model
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multiperiod stochastic programming
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