A super-martingale property of the optimal portfolio process
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Publication:1424719
DOI10.1007/s007800200096zbMath1039.91030MaRDI QIDQ1424719
Publication date: 16 March 2004
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s007800200096
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