"Optimal portfolio with relative performance and CRRA risk preferences in a ..."

Panpan Zhang, Zhiguo Yan (2024)

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DOI: 10.1016/J.AMC.2024.128947

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type: Journal Article

metadata version: 2024-08-22

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Panpan Zhang, Zhiguo Yan:
Optimal portfolio with relative performance and CRRA risk preferences in a partially observable financial market. Appl. Math. Comput. 481: 128947 (2024)

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