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Aihua Zhang
Information about the author Aihua Zhang will soon be added to the site.
Found
2 papers
in total
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The terminal real wealth optimization problem with index bonds: equivalence of real and nominal portfolio choices for the constant relative risk aversion utility
2011
In this paper, we consider an investment problem where the objective is to maximize...
Optimal investment for a pension fund under inflation risk
2010
This paper investigates an optimal investment problem faced by a defined contribution...
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