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~isPartOf:"Insurance: Mathematics and Economics"
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Portfolio selection problem with multiple risky assets under the constant elasticity of variance model
Zhao, Hui
;
Rong, Ximin
- In:
Insurance: Mathematics and Economics
50
(
2012
)
1
,
pp. 179-190
This paper focuses on the constant elasticity of variance (
CEV
)
model
for studying the utility maximization portfolio …
Persistent link: https://www.econbiz.de/10011046634
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