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closed-loop equilibrium strategy
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dynamic inconsistency
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Optimal investment strategy for α-robust utility maximization problem
Yang, Zhou
;
Li, Danping
;
Zeng, Yan
;
Liu, Guanting
- In:
Mathematics of operations research
50
(
2025
)
1
,
pp. 606-632
Persistent link: https://www.econbiz.de/10015211757
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