ESAIM: Control, Optimisation and Calculus of Variations (ESAIM: COCV)

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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: 18 June 2009

DOI: 10.1051/cocv/2009008

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