Dynamic mean-variance asset allocation with stochastic interest rate and inflation rate (Q2515275)

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Dynamic mean-variance asset allocation with stochastic interest rate and inflation rate
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    Dynamic mean-variance asset allocation with stochastic interest rate and inflation rate (English)
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    31 July 2015
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    asset allocation
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    inflation
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    stochastic interest rate
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    dynamic mean-variance
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    Hamilton-Jacobi-Bellman equation
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