Optimal portfolios based on weakly dependent data (Q260956)
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scientific article; zbMATH DE number 6559356
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal portfolios based on weakly dependent data |
scientific article; zbMATH DE number 6559356 |
Statements
Optimal portfolios based on weakly dependent data (English)
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22 March 2016
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portfolio theory
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difference equation
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Black-Scholes model
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strong mixing
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