Optimal portfolio allocations with tracking error volatility and stochastic hedging constraints (Q2871414)
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scientific article; zbMATH DE number 6249301
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal portfolio allocations with tracking error volatility and stochastic hedging constraints |
scientific article; zbMATH DE number 6249301 |
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Optimal portfolio allocations with tracking error volatility and stochastic hedging constraints (English)
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23 January 2014
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asset management
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asset allocation
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continuous time finance
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portfolio optimization
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stochastic hedging constraints
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tracking error
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0.91828936
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0.9126928
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0.9114199
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0.9072678
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0.9064531
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0.8984487
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