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Optimal Portfolio Control with Unknown Horizon

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Author(s): Moawia Alghalith

Journal: Advances in Molecular Imaging
ISSN 2161-6728

Volume: 02;
Issue: 01;
Start page: 41;
Date: 2012;
Original page

Keywords: Portfolio | Investment | Random Horizon | Stochastic

ABSTRACT
In this paper, we relax the assumption of a known time horizon in optimal control models.

Tango Rapperswil
Tango Rapperswil

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