Portfolio optimization in stochastic markets
Author:
Publisher
Springer Science and Business Media LLC
Subject
Management Science and Operations Research,General Mathematics,Software
Link
http://link.springer.com/content/pdf/10.1007/s00186-005-0020-x.pdf
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5. Bodily SE, White CC (1982) Optimal consumption and portfolio strategies in a discrete time model with summary-dependent preferences. J Financ Quant Anal 17:1–14
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