Jump-diffusion risk-sensitive benchmarked asset management with traditional and alternative data (Q6549608)
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scientific article; zbMATH DE number 7859352
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Jump-diffusion risk-sensitive benchmarked asset management with traditional and alternative data |
scientific article; zbMATH DE number 7859352 |
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Jump-diffusion risk-sensitive benchmarked asset management with traditional and alternative data (English)
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4 June 2024
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alternative data
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benchmark
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expert opinions
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filtering
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jump-diffusion processes
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risk-sensitive stochastic control
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