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Exponential utility maximization in smal ...
Modern Stochastics: Theory and Applications
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Exponential utility maximization in small/large financial markets
Two-Fund Separation Under Hyperbolically Distributed Returns and Concave Utility Functions
Nuerxiati Abudurexiti, Erhan Bayraktar, Takaki Hayashi, Hasanjan Sayit
https://doi.org/10.1137/25M1750780
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SIAM Journal on Financial Mathematics
Volume 17, Issue 3 (2026), p. 926
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