Portfolio optimization in a regime-switching market with derivatives (Q297212)
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scientific article; zbMATH DE number 6598044
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio optimization in a regime-switching market with derivatives |
scientific article; zbMATH DE number 6598044 |
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Portfolio optimization in a regime-switching market with derivatives (English)
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24 June 2016
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functional operator
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elasticity approach
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portfolio optimization
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regime switching
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dynamic programming principle
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