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Robust state-dependent mean-variance portfolio selection : a closed-loop approach
Han, Bingyan
;
Pun, Chi Seng
;
Wong, Hoi Ying
- In:
Finance and stochastics
25
(
2021
)
3
,
pp. 529-561
Persistent link: https://www.econbiz.de/10012585986
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Duality in optimal consumption-investment problems with alternative data
Chen, Kexin
;
Wong, Hoi Ying
- In:
Finance and stochastics
28
(
2024
)
3
,
pp. 709-758
Persistent link: https://www.econbiz.de/10015130378
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