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scientific article; zbMATH DE number 2140704

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Publication:4654475
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zbMATH Open1081.91017MaRDI QIDQ4654475

Qiying Hu, Wenjing Guo

Publication date: 4 March 2005



Title of this publication is not available (Why is that?)


zbMATH Keywords

equivalent martingale measureM-V model


Mathematics Subject Classification ID

Portfolio theory (91G10)



Related Items (5)

Solving mean-VaR portfolio selection model with interval-typed random parameter using interval analysis ⋮ Comparison of portfolios which depend on multivariate Bernoulli random variables with fixed marginals. ⋮ Title not available (Why is that?) ⋮ Title not available (Why is that?) ⋮ Semimartingale theory of monotone mean–variance portfolio allocation






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