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MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE-DEPENDENT RISK AVERSION

✍ Scribed by Tomas Björk; Agatha Murgoci; Xun Yu Zhou

Book ID: 111043261
Publisher: John Wiley and Sons
Year: 2012
Tongue: English
Weight: 749 KB
Volume: 24
Category: Article
ISSN: 0960-1627
DOI: 10.1111/j.1467-9965.2011.00515.x

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