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CRRA utility maximization under dynamic risk...
Journal article

CRRA utility maximization under dynamic risk constraints

Authors

Moreno-Bromberg S; Pirvu TA

Journal

Communications on Stochastic Analysis, Vol. 7, No. 2,

Publisher

Louisiana State University Libraries

Publication Date

June 1, 2013

DOI

10.31390/cosa.7.2.03

ISSN

0973-9599
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