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【摘 要】
：
In this article, the authors consider the optimal portfolio on tracking the expected wealth process with liquidity constraints. The constrained optimal portfoli
【机 构】
：
Industrial Training Centre,China Merchants Bank,School of Mathematics and Statistics
【出 处】
：
数学物理学报（英文版）
【发表日期】
：
2004年期
【基金项目】
：
Supported in part by the National Natural Science Foundation of China;the Ministry of Education of China
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