Maximizing The Growth Rate Under Risk Constraints
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DOI: 10.1111/j.1467-9965.2009.00378.x
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Cited by:
- Moreno-Bromberg, Santiago & Pirvu, Traian A. & Réveillac, Anthony, 2011. "CRRA utility maximization under risk constraints," SFB 649 Discussion Papers 2011-043, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
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