On the Distribution of Terminal Wealth under Dynamic Mean-Variance Optimal Investment Strategies
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Publication:4988555
DOI10.1137/20M1338241zbMath1465.91102MaRDI QIDQ4988555
Pieter M. Van Staden, Peter A. I. Forsyth, Duy Minh Dang
Publication date: 17 May 2021
Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)
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