Portfolio selection in stochastic markets with exponential utility functions.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/journals/anor/CanakogluO09
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2009
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Portfolio selection in stochastic markets with exponential utility functions.
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Portfolio optimization; Dynamic programming; Exponential utility; Exponential frontier; Efficient frontier
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Portfolio selection in stochastic markets with exponential utility functions.
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