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Web@article{Bismuth2016PortfolioCP, title={Portfolio choice, portfolio liquidation, and portfolio transition under drift uncertainty}, author={Alexis Bismuth and Olivier Gu{\'e}ant and … WebJan 11, 2024 · A zero-sum game is solved in which the investor chooses a vector of portfolio weights with the objective of maximizing the quantile estimator of the portfolio value, while Nature strives to minimize the value by choosing the time. A method is proposed for the construction of the saddle point in this game. Download to read the full article text. how many episodes will boba fett have

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WebCabinet Olivier Bismuth et Associés Accounting Follow View all 3 employees About us a Website http://www.cabinetolivierbismuth.fr Industries Accounting Company size 2-10 employees Headquarters... Webbismuth (Bi), the most metallic and the least abundant of the elements in the nitrogen group (Group 15 [Va] of the periodic table). Bismuth is hard, brittle, lustrous, and coarsely …

WebNov 23, 2016 · Alexis Bismuth, Olivier Guéant, Jiang Pu. This paper presents several models addressing optimal portfolio choice, optimal portfolio liquidation, and optimal …

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