ESAIM: Probability and Statistics (ESAIM: P&S)

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Continuous time mean-variance portfolio optimization through the mean field approach

Markus Fischer and Giulia Livieri

ESAIM: PS, 20 (2016) 30-44

Published online: 14 July 2016

DOI: 10.1051/ps/2016001

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Markus Fischer

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