Optimal capital growth with convex shortfall penalties (Q5001113)
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scientific article; zbMATH DE number 7372387
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal capital growth with convex shortfall penalties |
scientific article; zbMATH DE number 7372387 |
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Optimal capital growth with convex shortfall penalties (English)
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16 July 2021
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portfolio selection
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capital growth
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regime switching
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convex penalty
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value at risk
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