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146 JIANGUOHUANG AND JUN ZOU where is an open simply-connected bounded domain in R 3 ... For any vector-valued function vin, we shall usev 1 andv 2 to denote its restrictions to 1 ...
These models, however, imply a linear functional form of Vin u (=EU) andd (=ED) in ... Zou (2005) shows further that such optimal portfolio will also be gain-losse ...
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