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~isPartOf:"Quantitative finance"
~person:"Wang, Tianxiao"
~subject:"Stochastic process"
~type:"article"
~type:"journal"
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Mean-variance portfolio selection with non-negative state-dependent risk aversion
Wang, Tianxiao
;
Zhuo, Jin
;
Wei, Jiaqin
- In:
Quantitative finance
21
(
2021
)
4
,
pp. 657-671
Persistent link: https://www.econbiz.de/10012483844
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