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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Scandinavian actuarial journal"
~person:"Murgoci, Agatha"
~subject:"Dynamic programming"
~subject:"Hamilton-Jacobi-Bellman equation"
~type_genre:"Aufsatz in Zeitschrift"
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Dynamic programming
Hamilton-Jacobi-Bellman equation
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Dynamische Optimierung
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Scandinavian actuarial journal
Finance and stochastics
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Mean-variance portfolio optimization with state-dependent risk aversion
Björk, Tomas
;
Murgoci, Agatha
;
Zhou, Xun Yu
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10010256230
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