Optimal investment and asymmetric risk: a large deviations approach (Q3553748)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment and asymmetric risk: a large deviations approach |
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Optimal investment and asymmetric risk: a large deviations approach (English)
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21 April 2010
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optimal portfolio
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Edgeworth approximation
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large deviations
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asymmetric gamma distribution
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nonlinear correlations
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shortfall probability
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overfall probability
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