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"Relative Growth Rate Optimization Under Behavioral Criterion."

Jing Peng, Pengyu Wei, Zuo Quan Xu (2023)

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DOI: 10.1137/22M1496943

access: closed

type: Journal Article

metadata version: 2024-05-07

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Jing Peng, Pengyu Wei, Zuo Quan Xu:
Relative Growth Rate Optimization Under Behavioral Criterion. SIAM J. Financial Math. 14(4): 1140-1174 (2023)

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