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Robust portfolio selection under exponential preferences
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Robust portfolio selection under exponential preferences
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Bibliographic description
title:
Robust portfolio selection under exponential preferences
author:
Zawisza Dariusz
journal title:
Applicationes Mathematicae
volume:
37
issue:
2
date of publication :
2010
pages:
215-230
ISSN:
1233-7234
eISSN:
1730-6280
DOI:
10.4064/am37-2-6
language:
English
journal language:
English
keywords in English:
robust control, stochastic differential games, model uncertainty, exponential utility
affiliation:
Wydział Matematyki i Informatyki : Instytut Matematyki
type:
journal article
subtype:
academic paper
punktacja MEiN [2010 A]: 9
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Publikacje naukowe
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Nauki ścisłe
Except where otherwise noted, this item's license is described as Udzielam licencji. Uznanie autorstwa - Użycie niekomercyjne - Bez utworów zależnych 4.0 Międzynarodowa
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