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- W2507611669 abstract "In this thesis, we consider an agent who wants to maximize his expected utility of his terminal wealth with respect to the power utility by the martingale method. The assets that the agent can allo ..." @default.
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- W2507611669 date "2016-01-01" @default.
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- W2507611669 title "Optimal portfolio allocation by the martingale method in an incomplete and partially observable market" @default.
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