Dynamic portfolio optimization under multi-factor model in stochastic markets
| Year of publication: |
2012
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|---|---|
| Authors: | Chen, Zhiping ; Song, Zhenxia |
| Published in: |
OR spectrum : quantitative approaches in management. - Berlin : Springer, ISSN 0171-6468, ZDB-ID 20738857. - Vol. 34.2012, 4, p. 885-920
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