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subject:"Portfolio selection"
~person:"Qi, Jun"
~person:"Roche, Hervé"
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Portfolio selection
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Qi, Jun
Roche, Hervé
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Multi-period portfolio selection with no-shorting constraints : duality analysis
Qi, Jun
;
Yi, Lan
- In:
Journal of mathematical finance
7
(
2017
)
3
,
pp. 751-768
Persistent link: https://www.econbiz.de/10011752542
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Stochastic growth : a duality approach
Roche, Hervé
- In:
Journal of economic theory
113
(
2003
)
1
,
pp. 131-143
Persistent link: https://www.econbiz.de/10001846950
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