Expected utility approximation and portfolio optimisation (Q784451)
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scientific article; zbMATH DE number 7226845
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Expected utility approximation and portfolio optimisation |
scientific article; zbMATH DE number 7226845 |
Statements
Expected utility approximation and portfolio optimisation (English)
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3 August 2020
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portfolio selection
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expected utility
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mean-variance optimisation
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power utility
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asymptotic analysis
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