Approximating Large Diversified Portfolios (Q4791734)
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scientific article; zbMATH DE number 1862458
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximating Large Diversified Portfolios |
scientific article; zbMATH DE number 1862458 |
Statements
Approximating Large Diversified Portfolios (English)
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2 February 2003
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stochastic differential equations
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large portfolios
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strong convergence
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weak convergence
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diversification
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