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An Application of the Forward Integral to an Insider's Optimal Portfolio with the Dividend.

Yong LiangWeiyin FeiHongjian LiuDengfeng Xia
Published in: NL-MUA (2011)
Keyphrases
  • optimal portfolio
  • portfolio selection
  • asset allocation
  • expected utility
  • long term
  • graphical models
  • utility function
  • portfolio optimization