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Miklós Rásonyi & Meireles, A. (2014). Continuous-Time Portfolio Optimisation for a Behavioural Investor with Bounded Utility on Gains. Electronic Communications in Probability. 19 (none)
M. Rásonyi and A. S. Rodrigues, "Continuous-Time Portfolio Optimisation for a Behavioural Investor with Bounded Utility on Gains", in Electronic Communications in Probability, vol. 19, no. none, 2014
@article{rásonyi2014_1765575241076,
author = "Miklós Rásonyi and Meireles, A.",
title = "Continuous-Time Portfolio Optimisation for a Behavioural Investor with Bounded Utility on Gains",
journal = "Electronic Communications in Probability",
year = "2014",
volume = "19",
number = "none",
doi = "10.1214/ECP.v19-2990"
}
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