Forward robust portfolio selection: the binomial case (Q6543815)
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scientific article; zbMATH DE number 7853541
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forward robust portfolio selection: the binomial case |
scientific article; zbMATH DE number 7853541 |
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Forward robust portfolio selection: the binomial case (English)
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25 May 2024
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forward robust portfolio selection
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binomial case
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optimal portfolio
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forward performance processes
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linear utilities
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quadratic utilities
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robust forward performance criteria
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