Asymptotic behaviour of mean-quantile efficient portfolios
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Publication:881418
DOI10.1007/s00780-006-0018-0zbMath1126.91027MaRDI QIDQ881418
Antony Ware, Gordana Dmitrašinović-Vidorić
Publication date: 29 May 2007
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00780-006-0018-0
93E20: Optimal stochastic control
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