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Global-asset portfolio decision optimization with random parameters in the framework of LQ theory - MaRDI portal

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Global-asset portfolio decision optimization with random parameters in the framework of LQ theory

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Publication:2885638

zbMATH Open1249.91126MaRDI QIDQ2885638

Author name not available (Why is that?)

Publication date: 1 June 2012

Published in: (Search for Journal in Brave)




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