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"Dynamic portfolio optimization under multi-factor model in stochastic markets."

Zhiping Chen, Zhenxia Song (2012)

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DOI: 10.1007/S00291-012-0286-3

access: closed

type: Journal Article

metadata version: 2020-03-06

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Zhiping Chen, Zhenxia Song:
Dynamic portfolio optimization under multi-factor model in stochastic markets. OR Spectr. 34(4): 885-919 (2012)

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