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"Continuous time mean variance asset allocation: A time-consistent strategy."

Jian Wang, Peter A. Forsyth (2011)

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DOI: 10.1016/J.EJOR.2010.09.038

access: closed

type: Journal Article

metadata version: 2023-04-20

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Jian Wang, Peter A. Forsyth:
Continuous time mean variance asset allocation: A time-consistent strategy. Eur. J. Oper. Res. 209(2): 184-201 (2011)

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