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This article has been cited by the following article(s):

General Equilibrium Under Convex Portfolio Constraints and Heterogeneous Risk Preferences

Tyler Abbot
SSRN Electronic Journal (2018)
DOI: 10.2139/ssrn.3188988
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Optimal switching problems with an infinite set of modes: An approach by randomization and constrained backward SDEs

Marco Fuhrman and Marie-Amélie Morlais
Stochastic Processes and their Applications 130 (5) 3120 (2020)
DOI: 10.1016/j.spa.2019.09.008
See this article