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"Optimal portfolio and certainty equivalence estimator for the appreciation ..."

Nikolai Dokuchaev (2022)

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DOI: 10.1007/S00498-022-00320-7

access: closed

type: Journal Article

metadata version: 2022-09-10

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Nikolai Dokuchaev:
Optimal portfolio and certainty equivalence estimator for the appreciation rate. Math. Control. Signals Syst. 34(3): 435-460 (2022)

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