Optimal investment policy in the time consistent mean–variance formulation
Year of publication: |
2013
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Authors: | Chen, Zhi-ping ; Li, Gang ; Guo, Ju-e |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 52.2013, 2, p. 145-156
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