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Construction of Quasi Optimal Portfolio for Stochastic Models of Financial Market.
Aleksander Janicki
Jakub Zwierz
Published in:
International Conference on Computational Science (2004)
Keyphrases
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stochastic models
financial markets
portfolio selection
optimal portfolio
stochastic model
stochastic processes
stock price
stock market
risk management
marginal distributions
complex systems
probability distribution
queueing model