Optimal portfolio management in a modified constant elasticity of variance model
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Publication:1742187
DOI10.1007/s10598-018-9393-6zbMath1386.91129OpenAlexW2782283647MaRDI QIDQ1742187
Publication date: 11 April 2018
Published in: Computational Mathematics and Modeling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10598-018-9393-6
Optimal stochastic control (93E20) Financial applications of other theories (91G80) Portfolio theory (91G10)
Uses Software
Cites Work
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