Optimal portfolio and certainty equivalence estimator for the appreciation rate
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Publication:2674826
DOI10.1007/s00498-022-00320-7zbMath1498.91384OpenAlexW4220950605MaRDI QIDQ2674826
Publication date: 14 September 2022
Published in: MCSS. Mathematics of Control, Signals, and Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00498-022-00320-7
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