Non-Markovian Mean-Variance Portfolio Selection Problems Via Closed-Loop Equilibrium Strategies
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2010 ◽
Vol 6
(3)
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pp. 483-496
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2019 ◽
Vol 133
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pp. 225-241
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2020 ◽
Vol 16
(2)
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pp. 991-1008
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2016 ◽
Vol 85
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pp. 49-72
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