Optimal portfolio selection for general provisioning and terminal wealth problems (Q661214)

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scientific article; zbMATH DE number 6004735
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English
Optimal portfolio selection for general provisioning and terminal wealth problems
scientific article; zbMATH DE number 6004735

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    Optimal portfolio selection for general provisioning and terminal wealth problems (English)
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    10 February 2012
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    portfolio selection
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    comonotonicity
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    provisioning
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    terminal wealth
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    minimal return requirement
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