Jianfeng Liang

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Optioned Portfolio Selection: Models and Analysis

Mathematical Finance, Vol. 18, Issue 4, pp. 569-593, October 2008
Number of pages: 25 Posted: 19 Sep 2008
Jianfeng Liang, Shuzhong Zhang and Duan Li
affiliation not provided to SSRN, The Chinese University of Hong Kong (CUHK) - Faculty of Engineering and The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management
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