A large deviations approach to optimal long term investment
Year of publication: |
2003
|
---|---|
Authors: | Pham, Huyên |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 7.2003, 2, p. 169-195
|
Subject: | Kapitalanlage | Financial investment | Portfolio-Management | Portfolio selection | Dynamische Optimierung | Dynamic programming | Theorie | Theory | Entscheidung unter Risiko | Decision under risk |
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