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~isPartOf:"International journal of production research"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Björk, Tomas"
~subject:"Stochastischer Prozess"
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Björk, Tomas
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International journal of production research
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Mean-variance portfolio optimization with state-dependent risk aversion
Björk, Tomas
;
Murgoci, Agatha
;
Zhou, Xun Yu
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10010256230
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