Optimal Investment Strategy for Risky Assets (Q4216120)
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scientific article; zbMATH DE number 1213272
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Investment Strategy for Risky Assets |
scientific article; zbMATH DE number 1213272 |
Statements
Optimal Investment Strategy for Risky Assets (English)
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28 December 1998
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multiplicative Brownian motion
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optimal fraction of capital
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risky assets
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optimal portfolio
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