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Published Articles with Keyword: portfolio selection
- Title: Portfolio Selection with the Extended CIR Model in the Utility Framework?
Authors: Hao Chang, Xue-Yan Li
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Published in WSEAS Transactions on Systems and Control, Volume 11, 2016 - 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