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A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function |
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| Authors: | Taras Bodnar Nestor Parolya Wolfgang Schmid |
| Affiliation: | 1. Department of Mathematics, Stockholm University, Stockholm, Sweden 2. Institute of Empirical Economics, Leibniz University of Hannover, Hannover, Germany 3. Department of Statistics, European University Viadrina, Frankfurt (Oder), Germany |
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