Explicit solutions for continuous time mean-variance portfolio selection with nonlinear wealth equations (Q2407233)

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Explicit solutions for continuous time mean-variance portfolio selection with nonlinear wealth equations
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    Explicit solutions for continuous time mean-variance portfolio selection with nonlinear wealth equations (English)
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    29 September 2017
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    mean-variance portfolio selection
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    nonlinear wealth equation
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    HJB equation
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    viscosity solution
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