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scientific article

    Statements

    author
    Peng Yang
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    Xiang Lin
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    Q205788
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    publication date
    28 October 2015
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    zbMATH Keywords
    mean-variance criterion
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    HJB equation
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    Poisson-geometric risk process
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    efficient strategy
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    efficient frontier
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    Identifiers

    zbMATH DE Number
    6500452
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