A LARGE DEVIATION APPROACH TO PORTFOLIO MANAGEMENT (Q4528080)
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scientific article; zbMATH DE number 1558387
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A LARGE DEVIATION APPROACH TO PORTFOLIO MANAGEMENT |
scientific article; zbMATH DE number 1558387 |
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A LARGE DEVIATION APPROACH TO PORTFOLIO MANAGEMENT (English)
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20 August 2001
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portfolio selecton
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large deviation
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expected utility
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tail probabilities
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asset returns
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dilation exponent
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