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Title
Continuous time portfolio choice under monotone mean-variance preferences : stochastic factor case
Authors
Trybuła Jakub
, Zawisza Dariusz
.
Source
Mathematics of Operations Research. - 2019 vol. 44 no. 3 p. 966-987. - ISSN 0364-765X. - eISSN 1526-5471
Type
journal article | academic paper