On the utility maximization of the discrepancy between a perceived and market implied risk neutral distribution (Q2672147)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the utility maximization of the discrepancy between a perceived and market implied risk neutral distribution |
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Statements
On the utility maximization of the discrepancy between a perceived and market implied risk neutral distribution (English)
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8 June 2022
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portfolio optimization
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Kelly criterion
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Merton's problem
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integer programming
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