Optimal control of the investment portfolio with respect to the quantile criterion
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Publication:1778993
DOI10.1023/B:AURC.0000014729.88225.6FzbMath1097.91043OpenAlexW1966505168MaRDI QIDQ1778993
Publication date: 17 June 2005
Published in: Automation and Remote Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/b:aurc.0000014729.88225.6f
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