"Dimension Reduction in Discrete Time Portfolio Optimization with Partial ..."

Andrew Papanicolaou (2013)

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DOI: 10.1137/120897596

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type: Journal Article

metadata version: 2022-10-02

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Andrew Papanicolaou:
Dimension Reduction in Discrete Time Portfolio Optimization with Partial Information. SIAM J. Financial Math. 4(1): 916-960 (2013)

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