Portfolio Optimization with Random Parameters and Stochastic Cash Flow for Quadratic Utility Maximization

CHANG Hao, RONG Ximin

Acta Mathematicae Applicatae Sinica ›› 2011, Vol. 34 ›› Issue (4) : 703-711.

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Acta Mathematicae Applicatae Sinica ›› 2011, Vol. 34 ›› Issue (4) : 703-711. DOI: 10.12387/C2011077

Portfolio Optimization with Random Parameters and Stochastic Cash Flow for Quadratic Utility Maximization

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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica, 2011, 34(4): 703-711 https://doi.org/10.12387/C2011077

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