✦ LIBER ✦
Optimal multi-asset investment with no-shorting constraint under mean-variance criterion for an insurer
✍ Scribed by Junna Bi; Junyi Guo; Lihua Bai
- Publisher
- Academy of Mathematics and Systems Science, Chinese Academy of Sciences
- Year
- 2011
- Tongue
- English
- Weight
- 250 KB
- Volume
- 24
- Category
- Article
- ISSN
- 1009-6124
No coin nor oath required. For personal study only.