Multi-period optimization portfolio with bankruptcy control in stochastic market
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Publication:876610
DOI10.1016/j.amc.2006.07.108zbMath1185.91168OpenAlexW2081078325MaRDI QIDQ876610
Publication date: 26 April 2007
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2006.07.108
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