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Advances in Decision Sciences
Volume 2012, Article ID 703465, 13 pages
http://dx.doi.org/10.1155/2012/703465
Research Article

Optimal Portfolios with End-of-Period Target

1The Jikei University School of Medicine, Tokyo 1828570, Japan
2School of International Liberal Studies, Waseda University, Tokyo 1698050, Japan
3Faculty of Economics, Wakayama University, Wakayama 6408510, Japan
4CREST, Ecole Nationale de la Statistique et de l'Analyse de l'Information, France
5ECARES, Solvay Brussels School of Economics and Management, Université libre de Bruxelles, CP114/04, Avenue F.D. Roosevelt 50, 1050, Brussels, Belgium
6Department of Applied Mathematics, School of Fundamental Science and Engineering, Waseda University, Tokyo 1698555, Japan

Received 7 November 2011; Accepted 22 December 2011

Academic Editor: Junichi Hirukawa

Copyright © 2012 Hiroshi Shiraishi et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

How to Cite this Article

Hiroshi Shiraishi, Hiroaki Ogata, Tomoyuki Amano, Valentin Patilea, David Veredas, and Masanobu Taniguchi, “Optimal Portfolios with End-of-Period Target,” Advances in Decision Sciences, vol. 2012, Article ID 703465, 13 pages, 2012. https://doi.org/10.1155/2012/703465.