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[IEEE 2014 11th IEEE International Conference on Control & Automation (ICCA) - Taichung, Taiwan (2014.6.18-2014.6.20)] 11th IEEE International Conference on Control & Automation (ICCA) - Continuous-time mean-variance portfolio optimization with Safety-First Principle

✍ Scribed by Xiong, Yan; Gao, Jianjun

Book ID: 126960507
Publisher: IEEE
Year: 2014
Weight: 197 KB
Category: Article
ISBN: 1479928372
DOI: 10.1109/icca.2014.6870897

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