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    Statements

    author
    Shuxiang Xie
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    Zhong-Fei Li
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    publication date
    25 February 2010
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    zbMATH Keywords
    portfolio optimization
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    stochastic income
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    uncertain exit time
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    mean-variance model
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    linear-quadratic control
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    Identifiers

    Mathematics Subject Classification ID
    93E20
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    91G10
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    49N10
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    zbMATH DE Number
    5674947
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