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Q3910261 - MaRDI portal

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scientific article

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    author
    A. S. Dexter
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    J. N. W. Yu
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    William T. Ziemba
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    publication date
    1980
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    Mathematics Subject Classification ID
    91G10
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    90C90
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    90C15
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    zbMATH DE Number
    3720627
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    zbMATH Keywords
    portfolio selection
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    lognormal market
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    power utility function
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    computational results
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    wealth allocation
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    investment
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