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Explicit solutions for continuous time mean-variance portfolio selection with nonlinear wealth equations

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Affiliation of Author(s):中泰证券金融研究院

Journal:systems & control letters

First Author:Shaolin Ji

Indexed by:Unit Twenty Basic Research

Document Code:243F4F34CB604865BB2EA5902CE4A070

Volume: 104

Page Number:1

Translation or Not:no

Date of Publication:2017-06-01

Pre One:Dual method for continuous-time Markowitz's problems with nonlinear wealth equations

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