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Explicit solution to dynamic portfolio choice problem: the continuous-time detour

François Legendre and Djibril Togola

No 2015-01, Erudite Working Paper from Erudite

Date: 2015
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Related works:
Journal Article: Explicit solutions to dynamic portfolio choice problems: A continuous-time detour (2016) Downloads
Working Paper: Explicit solutions to dynamic portfolio choice problems: A continuous-time detour (2016)
Working Paper: Explicit solution to dynamic portfolio choice problem: The continuous-time detour (2015) Downloads
Working Paper: Explicit solutions to dynamic portfolio choice problems: A continuous-time detour (2015) Downloads
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