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Mean variance and goal achieving portfoliofor discrete-time market with currently observable source of correlations
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- Journal:
- ESAIM: Control, Optimisation and Calculus of Variations / Volume 16 / Issue 3 / July 2010
- Published online by Cambridge University Press:
- 18 June 2009, pp. 635-647
- Print publication:
- July 2010
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- Article
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