On the optimal portfolio for the exponential utility maximization: remarks to the six-author paper
Year of publication: |
2002
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Authors: | Kabanov, Jurij M. ; Stricker, Christophe |
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. 12.2002, 2, p. 125-134
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Subject: | Portfolio-Management | Portfolio selection | Duales Optimierungsproblem | Dual optimization problem | Derivat | Derivative | Hedging | Theorie | Theory |
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