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Belak, Christoph

  1. Optimal investment with time-varying stochastic endowments
    2014/06/24 by Christoph Belak, Belak, Christoph, An Chen +5 · 1 citation
    Economics, Econometrics and Finance · #91G80 #93E20 #FOS: Economics and business #FOS: Mathematics #Financial Markets and Investment Strategies #Market Dynamics and Volatility #Portfolio Management (q-fin.PM) #Probability (math.PR) #Stochastic processes and financial applications