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~isPartOf:"Annals of economics and finance"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Universitätsschrift"
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Li, Ping
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Optimal consumption and portfolio choice under ambiguity for a mean-reverting risk premium in complete markets
Liu, Hening
- In:
Annals of economics and finance
14
(
2013
)
1
,
pp. 21-52
Persistent link: https://www.econbiz.de/10009756025
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2
Martingale measure method for expected utility maximization in discrete-time incomplete markets
Li, Ping
;
Xia, Jianming
;
Yan, Jia-an
- In:
Annals of economics and finance
2
(
2001
)
2
,
pp. 445-465
Persistent link: https://www.econbiz.de/10001732290
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3
Martingale and relaxation-projection methods for utility maximization with portfolio constraints and stochastic income
Yang, Yunhong
- In:
Annals of economics and finance
1
(
2000
)
1
,
pp. 117-146
Persistent link: https://www.econbiz.de/10001731834
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