带来墨水 发表于 2025-3-27 00:39:45
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The Growth Optimal Investment Strategy Is Secure, Too,ryless and for Markov market processes. A kind of security indicator of an investment strategy can be the market time achieving a target wealth. It is shown that the log-optimal principle is optimal in this respect.哄骗 发表于 2025-3-27 08:15:39
Multi-Period Risk Measures and Optimal Investment Policies,res to effectively control risk exposure within dynamic programs. In the third part, we consider the application of multi-period measures to optimal investment policy selection, clarifying how portfolio selection models adapt to different risk measurement paradigms. In the fourth part we summarize a重叠 发表于 2025-3-27 10:19:52
Asset Price Dynamics: Shocks and Regimes,d by the period by period observations on factors. The characterization of regimes follows from description in terms of the set of risk factors. In this paper the link between the shocks and regimes is explored. The shocks times defined by risk factors are an alternative method of determining regimecapsaicin 发表于 2025-3-27 17:09:00
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Stabilizing Implementable Decisions in Dynamic Stochastic Programming, by reducing the degrees of freedom of the decision space in a financially meaningful way by constraining the decisions to lie within a carefully chosen subspace. This avoids overfitting the optimized decisions to the simulated in-sample scenarios which often do not generalize to unseen scenarios dr四目在模仿 发表于 2025-3-27 22:05:49
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Leonard MacLean,Yonggan Zhaoen Ausmaße in beiden Richtungen etwa 40 bis höchstens 60 cm betragen. Zur regelmäßigen Blattbegrenzung dienen bei Karten meistens geographische Netzlinien (Meridiane und Parallelkreise), bei Plänen hingegen rundabständige Senkrechte und Parallele zur Abszissenachse des Koordinatensystems. Im erstere袖章 发表于 2025-3-28 07:51:11
Giuseppe Carlo Calafioreen Ausmaße in beiden Richtungen etwa 40 bis höchstens 60 cm betragen. Zur regelmäßigen Blattbegrenzung dienen bei Karten meistens geographische Netzlinien (Meridiane und Parallelkreise), bei Plänen hingegen rundabständige Senkrechte und Parallele zur Abszissenachse des Koordinatensystems. Im erstere河流 发表于 2025-3-28 13:56:30
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