@article{oai:repository.dl.itc.u-tokyo.ac.jp:00040129, author = {Fukaya, Ryuji}, issue = {3}, journal = {Journal of mathematical sciences, the University of Tokyo}, month = {Nov}, note = {application/pdf}, pages = {349--397}, title = {Application of Stochastic Flows to Optimal Portfolio Strategies}, volume = {12}, year = {2005} }