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scientific article; zbMATH DE number 5260532
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scientific article; zbMATH DE number 5260532

    Statements

    author
    Qiaoyan Li
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    Hong Xue
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    publication date
    4 April 2008
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    zbMATH Keywords
    fractional Brownian motion
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    optimal portfolio
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    utility function
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    Identifiers

    zbMATH DE Number
    5260532
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