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A Numerical Solution of Optimal Portfolio Selection Problem with General Utility Functions. (2020). Zhu, Song-Ping ; Ma, Guiyuan ; Kang, Boda.
In: Computational Economics.
RePEc:kap:compec:v:55:y:2020:i:3:d:10.1007_s10614-019-09923-w.

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  1. Revisiting the Merton Problem: from HARA to CARA Utility. (2022). Zhu, Song-Ping ; Ma, Guiyuan.
    In: Computational Economics.
    RePEc:kap:compec:v:59:y:2022:i:2:d:10.1007_s10614-021-10102-z.

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  2. Continuous-Time Portfolio Optimization for Absolute Return Funds. (2022). Ieda, Masashi.
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:29:y:2022:i:4:d:10.1007_s10690-022-09365-9.

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