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scientific article

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    author
    Ioannis Karatzas
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    Xiaoliang Zhao
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    publication date
    17 June 2003
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    Mathematics Subject Classification ID
    91G10
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    91B82
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    91B70
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    zbMATH DE Number
    1705225
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    zbMATH Keywords
    portfolio optimization
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    stochastic control
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    dynamic programming
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    Brownian motion
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    convex constraints
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