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Published Articles with Keyword: optimal investment strategy
- Title: Portfolio Optimization with Random Liability in the Stochastic Interest Rate Environments
Authors: Hao Chang, Wei Wei
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Published in WSEAS Transactions on Systems and Control, Volume 10, 2015 - Title: Utility Portfolio Optimization with Liability and Multiple Risky Assets under the Extended CIR Model
Authors: Hao Chang, Ji-Mei Lu
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Published in WSEAS Transactions on Systems and Control, Volume 9, 2014