Optimal portfolio choice under a liability constraint
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Publication:1593559
DOI10.1023/A:1018996712442zbMath0962.91032OpenAlexW45909027MaRDI QIDQ1593559
Włodzimierz H. Smoleński, Leszek S. Zaremba
Publication date: 17 January 2001
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1018996712442
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