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A Closed-form Solution of the Multi-period Portfolio Choice Problem for a Quadratic Utility Function

Taras BodnarNestor ParolyaWolfgang Schmid

出版	Univ., Department of Business Administration and Economics, 2011
URL	http://books.google.com.hk/books?id=rnONXwAACAAJ&hl=&source=gbs_api