Discrete time mean-variance analysis with singular second moment matrixes and an exogenous liability

✍ Scribed by Wen Cai Chen; Zhong Xing Ye

• Book ID: 106278228
• Publisher: Institute of Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
• Year: 2008
• Tongue: English
• Weight: 202 KB
• Volume: 24
• Category: Article
• ISSN: 1439-7617
• DOI: 10.1007/s10114-007-5261-6