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scientific article
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scientific article

    Statements

    author
    Lei Ye
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    Hua Hu
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    publication date
    11 November 2009
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    zbMATH Keywords
    mean-variance model
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    portfolio
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    probability constraint
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    utility function
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    90C27
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    91B16
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    zbMATH DE Number
    5630854
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