Continuous-time mean-variance portfolios: a comparison

Continuous-time mean-variance portfolios: a comparison

Alp, Özge Sezgin, Korn, Ralf
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Volume:
62
Language:
english
Journal:
Optimization
DOI:
10.1080/02331934.2011.619265
Date:
July, 2013
File:
PDF, 390 KB
english, 2013
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