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~subject:"Portfolio selection"
~isPartOf:"Mathematics and financial economics"
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Mathematics and financial economics
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Working paper series / University of Zurich, Department of Economics
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
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22-334
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65th Anniversary Conference of the Institute of Economics : Zagreb, November 18 - 19, 2004; proceedings
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Safety-first portfolio selection
Chiu, Wan-Yi
- In:
Mathematics and financial economics
15
(
2021
)
3
,
pp. 657-674
Persistent link: https://www.econbiz.de/10012586212
Saved in:
2
Robust time-consistent mean-variance portfolio selection problem with multivariate stochastic volatility
Yan, Tingjin
;
Han, Bingyan
;
Pun, Chi Seng
;
Wong, Hoi Ying
- In:
Mathematics and financial economics
14
(
2020
)
4
,
pp. 699-724
Persistent link: https://www.econbiz.de/10012321867
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