Dynamic asset allocation with mean variance preferences and a solvency constraint
| Year of publication: |
2002
|
|---|---|
| Authors: | Nguyen, Pascal ; Portait, Roland |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 26.2002, 1, p. 11-32
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