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scientific article; zbMATH DE number 1944278
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scientific article; zbMATH DE number 1944278

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    publication date
    2003
    0 references
    Mathematics Subject Classification ID
    91B28
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    91B30
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    93E99
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    zbMATH DE Number
    1944278
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    zbMATH Keywords
    mean-variance portfolio selection
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    stochastic linear-quadratic control
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