"Numerical solution of continuous-time mean-variance portfolio selection ..."

Wei Yan, Shurong Li (2010)

> Home

Details and statistics

DOI: 10.1080/00207170903367284

access: closed

type: Journal Article

metadata version: 2017-05-17

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/ijcon/YanL10
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/ijcon/YanL10
Wei Yan, Shurong Li:
Numerical solution of continuous-time mean-variance portfolio selection with nonlinear constraints. Int. J. Control 83(3): 642-650 (2010)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.