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Zhang, Huayue; Chan, M. W. Luke; Qu, Li’an Dynamic below-target semi-variance risk measure in a fractional Black-Scholes market. (Chinese. English summary) Zbl 1265.91153 Acta Math. Sci., Ser. A, Chin. Ed. 31, No. 6, 1674-1682 (2011). MSC: 91G10 91B30 62P05 60J65 PDF BibTeX XML Cite \textit{H. Zhang} et al., Acta Math. Sci., Ser. A, Chin. Ed. 31, No. 6, 1674--1682 (2011; Zbl 1265.91153) OpenURL
Naicker, V.; O’Hara, J. G.; Leach, P. G. L. A note on the integrability of the classical portfolio selection model. (English) Zbl 1195.91147 Appl. Math. Lett. 23, No. 9, 1114-1119 (2010). Reviewer: Angel Francisco Tenorio Villalon (Seville) MSC: 91G10 91G80 17B80 70G65 PDF BibTeX XML Cite \textit{V. Naicker} et al., Appl. Math. Lett. 23, No. 9, 1114--1119 (2010; Zbl 1195.91147) Full Text: DOI OpenURL