Portfolio selection problem with multiple risky assets under the constant elasticity of variance model (Q2427824)

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Portfolio selection problem with multiple risky assets under the constant elasticity of variance model
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    Portfolio selection problem with multiple risky assets under the constant elasticity of variance model (English)
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    18 April 2012
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    portfolio selection
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    CEV model
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    HJB equation
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    utility maximization
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    stochastic optimal control
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