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Comparison between the mean-variance optimal and the mean-quadratic-variation optimal trading strategies
Tse, S. T.
;
Forsyth, Peter
;
Kennedy, J. S.
;
Windcliff, H.
- In:
Applied mathematical finance
20
(
2013
)
5/6
,
pp. 415-449
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010235600
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