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scientific article
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scientific article

    Statements

    author
    Xiao-Na Dong
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    Jianfeng Dai
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    Haifeng Yan
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    publication date
    10 June 2009
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    zbMATH Keywords
    Black-Scholes financinal market
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    dynamic optimal portfolio
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    risk measure
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    efficient frontier
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    Identifiers

    zbMATH DE Number
    5563574
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