Optimal Asset Allocation with Asymptotic Criteria (Q5696871)
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scientific article; zbMATH DE number 2216248
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Asset Allocation with Asymptotic Criteria |
scientific article; zbMATH DE number 2216248 |
Statements
Optimal Asset Allocation with Asymptotic Criteria (English)
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19 October 2005
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dynamic portfolio selection
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risk sensitive control
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stochastic control
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