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~subject:"Portfolio selection"
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Portfolio selection
Legendre polynomials
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IMA journal of management mathematics
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ECONIS (ZBW)
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Defined contribution pension planning with a stochastic interest rate and mean-reverting returns under the hyperbolic absolute risk aversion preference
Chang, Hao
;
Wang, Chunfeng
;
Fang, Zhenming
;
Ma, Dan
- In:
IMA journal of management mathematics
31
(
2020
)
2
,
pp. 167-189
Persistent link: https://www.econbiz.de/10012181853
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On the constant elasticity of variance model for the utility maximization problem with multiple risky assets
Zhao, Hui
;
Rong, Ximin
- In:
IMA journal of management mathematics
28
(
2017
)
2
,
pp. 299-320
Persistent link: https://www.econbiz.de/10011723286
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