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  • Mean-Variance Investment and Risk Control Strategies: A New Time-Consistent Formulation

    Mean-Variance Investment and Risk Control Strategies: A New Time-Consistent Formulation This abstract describes a paper that considers an optimal investment and risk control problem for an ...

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    • Authors: Yang Shen , Bin Zou
    • Date: Apr 2021
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Actuarial Research Clearing House
    • Topics: Finance & Investments
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