MathematicsBusiness

X. Zhou, Duan Li

2000.7.1APPLIED MATHEMATICS AND OPTIMIZATION

DOI: 10.1007/s002450010003

Abstract

Abstract is not available.

Citation format

ZHOU, X.; LI, Duan. Continuous-time mean-variance portfolio selection: A stochastic LQ framework. APPLIED MATHEMATICS AND OPTIMIZATION, 2000, 42: 19–33.