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Terminal perturbation method for the backward approach to continuous time mean-variance portfolio selection

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Institution:数学学院

Title of Paper:Terminal perturbation method for the backward approach to continuous time mean-variance portfolio selection

Journal:Stochastic Processes and their Applications

First Author:Shaolin Ji

All the Authors:彭实戈

Document Code:lw-75791

Volume:118

Issue:6

Page Number:952

Translation or Not:No

Date of Publication:2008-06

Release Time:2019-04-14

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