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Robust portfolio selection for individuals: Minimizing the probability of lifetime ruin

  • * Corresponding author: Ming Zhou

    * Corresponding author: Ming Zhou

This research is supported by by the National Natural Science Foundation of China (11971506, 11571388), Beijing Social Science Foundation (15JGB046), the MOE Project of Key Research Institute of Humanities and Social Science at Universities (15JJD790036), and the 111 Project (B17050)

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