"Continuous-time mean-variance portfolio selection with value-at-risk and ..."

Wei Yan (2012)

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DOI: 10.1080/00207179.2011.638326

access: closed

type: Journal Article

metadata version: 2017-05-17

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Wei Yan:
Continuous-time mean-variance portfolio selection with value-at-risk and no-shorting constraints. Int. J. Control 85(1): 50-57 (2012)

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