Abstract
Portfolio selection problem is a classical problem in financial economics of allocating personal wealth between investment in a risk-free security and investment in a single risk asset.
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Zhu, Y. (2019). Applications. In: Uncertain Optimal Control. Springer Uncertainty Research. Springer, Singapore. https://doi.org/10.1007/978-981-13-2134-4_9
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DOI: https://doi.org/10.1007/978-981-13-2134-4_9
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