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Research Article
Portfolio optimization beyond utility maximization: the case of driftless markets
Jan Vecera Department of Probability and Mathematical Statistics, Charles University, Prague 8, Czech RepublicCorrespondence[email protected]
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Mark Richardb Department of Finance, Frankfurt School of Finance and Management, Frankfurt am Main, GermanyView further author information
& Stephen Taylora Department of Probability and Mathematical Statistics, Charles University, Prague 8, Czech RepublicView further author information
Received 27 Mar 2023, Accepted 26 Jun 2024, Published online: 18 Jul 2024
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