Continuous-time mean-variance portfolio selection: a stochastic LQ framework
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Publication:1573569
DOI10.1007/s002450010003zbMath0998.91023OpenAlexW2002788332WikidataQ57445551 ScholiaQ57445551MaRDI QIDQ1573569
Publication date: 24 November 2002
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s002450010003
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