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Dynamic asset allocation with relative wealth concerns in incomplete markets
Kraft, Holger, Meyer-Wehmann, André, Seifried, Frank ThomasVolume:
113
Langue:
english
Journal:
Journal of Economic Dynamics and Control
DOI:
10.1016/j.jedc.2020.103857
Date:
April, 2020
Fichier:
PDF, 727 KB
english, 2020