Robust portfolio decisions for financial institutions
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Publication:1714474
DOI10.3934/jdg.2018006zbMath1406.91399OpenAlexW2786482579MaRDI QIDQ1714474
Anastasios Xepapadeas, Athanasios N. Yannacopoulos, Ioannis D. Baltas
Publication date: 1 February 2019
Published in: Journal of Dynamics and Games (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jdg.2018006
Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15) Portfolio theory (91G10)
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