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Continuous time portfolio choice under monotone mean-variance preferences : stochastic factor case
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Continuous time portfolio choice under monotone mean-variance preferences : stochastic factor case
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Bibliographic description
title:
Continuous time portfolio choice under monotone mean-variance preferences : stochastic factor case
author:
Trybuła Jakub
, Zawisza Dariusz
journal title:
Mathematics of Operations Research
volume:
44
issue:
3
date of publication :
2019
pages:
966-987
ISSN:
0364-765X
eISSN:
1526-5471
DOI:
10.1287/moor.2018.0952
language:
English
journal language:
English
affiliation:
Wydział Matematyki i Informatyki : Instytut Matematyki
type:
journal article
subtype:
academic paper
punktacja MEiN [2019]: 100
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Except where otherwise noted, this item's license is described as Udzielam licencji. Uznanie autorstwa - Użycie niekomercyjne - Bez utworów zależnych 4.0 Międzynarodowa
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