Semi-analytical solutions for dynamic portfolio choice in jump-diffusion models and the optimal bond-stock mix
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Publication:1681369
DOI10.1016/j.ejor.2017.08.010zbMath1376.91146OpenAlexW2749910025MaRDI QIDQ1681369
Publication date: 23 November 2017
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: http://wrap.warwick.ac.uk/91131/13/WRAP-semi-analytical-solutions-dynamic-portfolio-choice-bond-stock-mix-Jin-2017.pdf
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