A mean-field formulation for optimal multi-period mean–variance portfolio selection with an uncertain exit time

✍ Scribed by Yi, Lan; Wu, Xianping; Li, Xun; Cui, Xiangyu

• Book ID: 126757002
• Publisher: Elsevier Science
• Year: 2014
• Tongue: English
• Weight: 382 KB
• Volume: 42
• Category: Article
• ISSN: 0167-6377
• DOI: 10.1016/j.orl.2014.08.007