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Cited article:

Mean variance and goal achieving portfolio for discrete-time market with currently observable source of correlations

Nikolai Dokuchaev

ESAIM: COCV, 16 3 (2010) 635-647

Published online: 2009-06-18

DOI: https://doi.org/10.1051/cocv/2009008

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Mutual Fund Theorem for continuous time markets with random coefficients

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