Generalized Safety First and a New Twist on Portfolio Performance (Q3518458)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized Safety First and a New Twist on Portfolio Performance |
scientific article |
Statements
Generalized Safety First and a New Twist on Portfolio Performance (English)
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8 August 2008
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entropy
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importance sampling
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Kullback-Leibler divergence
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portfolio choice
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portfolio performance
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safety first
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shortfall
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