Stochastic optimality in the portfolio tracking problem involving investor's temporal preferences

DOI10.1134/S0005117917080124zbMath1377.93179OpenAlexW2749045519MaRDI QIDQ1688376

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Publication date: 5 January 2018

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0005117917080124

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