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PORTFOLIO CHOICE WITH MARKET-CREDIT-RISK DEPENDENCIES
Release time:2021-07-23  Hits:
DOI number: 10.1137/16M1084092
Journal: SIAM JOURNAL ON CONTROL AND OPTIMIZATION
Document Code: 000443291700024
Volume: 56
Issue: 4
Page Number: 3050-3091
ISSN No.: 0363-0129
Translation or Not: no
Date of Publication: 2017-11-30
Included Journals: SCI、SSCI