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Publication:3910261
zbMath0459.90004MaRDI QIDQ3910261
J. N. W. Yu, A. S. Dexter, William T. Ziemba
Publication date: 1980
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
computational resultsinvestmentportfolio selectionpower utility functionlognormal marketwealth allocation
Applications of mathematical programming (90C90) Stochastic programming (90C15) Portfolio theory (91G10)
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