Risk-reward optimization with discrete-time coherent risk
Year of publication: |
2010
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Authors: | Cherny, Alexander S. |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 20.2010, 4, p. 571-595
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Subject: | Dynamische Optimierung | Dynamic programming | Risiko | Risk | Kapitaleinkommen | Capital income | Stochastischer Prozess | Stochastic process | Portfolio-Management | Portfolio selection | Theorie | Theory |
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