Monte Carlo computation of optimal portfolios in complete markets

Jaksa Cvitanic (), Levon Goukasian and Fernando Zapatero

Journal of Economic Dynamics and Control, 2003, vol. 27, issue 6, pages 971-986

Date: 2003
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Journal of Economic Dynamics and Control is edited by J. Bullard, C. Chiarella, C. H. Hommes, P. N. Ireland, T. Cogley and M. Juillard

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