Optimal portfolios with a positive lower bound on final wealth (Q5711170)
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scientific article; zbMATH DE number 2237357
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal portfolios with a positive lower bound on final wealth |
scientific article; zbMATH DE number 2237357 |
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Optimal portfolios with a positive lower bound on final wealth (English)
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9 December 2005
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optimal portfolios
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lower bound
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capital guarantee
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martingale method
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