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

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Institution:数学学院

Title of Paper:Dual method for continuous-time Markowitz's problems with nonlinear wealth equations

Journal:Journal of MATHEMATICAL ANALYSIS AND APPLICATIONS

First Author:Shaolin Ji

Document Code:lw-101927

Volume:366

Issue:1

Page Number:90

Translation or Not:No

Date of Publication:2010-06

Release Time:2019-04-13

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