Continuous-time mean-variance portfolios: a comparison

Author: Alp Özge Sezgin  

Publisher: Taylor & Francis Ltd

ISSN: 0233-1934

Source: Optimization, Vol.62, Iss.7, 2013-07, pp. : 961-973

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract