Portfolio choice with endogenous utility: a large deviations approach.
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Publication:1398986
DOI10.1016/S0304-4076(03)00112-XzbMath1049.91087OpenAlexW3121175796MaRDI QIDQ1398986
Publication date: 7 August 2003
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4076(03)00112-x
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