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~isPartOf:"Mathematical methods of operations research"
~person:"Cui, Xiangyu"
~subject:"Portfolio-Management"
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Cui, Xiangyu
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Mathematical methods of operations research
European journal of operational research : EJOR
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Better than pre-committed optimal mean-variance policy in a jump diffusion market
Shi, Yun
;
Li, Xun
;
Cui, Xiangyu
- In:
Mathematical methods of operations research
85
(
2017
)
3
,
pp. 327-347
Persistent link: https://www.econbiz.de/10011714505
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