Investment with Sequence Losses in an Uncertain Environment and Mean-Variance Hedging (Q3423695)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Investment with Sequence Losses in an Uncertain Environment and Mean-Variance Hedging |
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Investment with Sequence Losses in an Uncertain Environment and Mean-Variance Hedging (English)
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15 February 2007
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backward stochastic differential equations
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mean-variance portfolio selection
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stochastic Riccati equation
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variance-optimal martingale measure
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