w-MPS risk aversion and continuous-time MV analysis in presence of Lévy jumps (Q3119590)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | w-MPS risk aversion and continuous-time MV analysis in presence of Lévy jumps |
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w-MPS risk aversion and continuous-time MV analysis in presence of Lévy jumps (English)
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12 March 2019
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w-MPS risk aversion
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sequential portfolio choice
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temporal mean-variance analysis
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