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Continuous-time
mean–variance portfolio selection with only risky assets
Yao, Haixiang
;
Li, Zhongfei
;
Chen, Shumin
- In:
Economic Modelling
36
(
2014
)
C
,
pp. 244-251
We investigate in this paper a
continuous-time
mean–variance portfolio selection problem in a general market setting …
Persistent link: https://www.econbiz.de/10010729860
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