Continuous time mean variance asset allocation: A time-consistent strategy
| Year of publication: |
2011
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|---|---|
| Authors: | Wang, J. ; Forsyth, P.A. |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 209.2011, 2 (1.3.), p. 184-202
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