"Continuous-time Markowitz's model with constraints on wealth and portfolio."

Xun Li, Zuo Quan Xu (2016)

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DOI: 10.1016/J.ORL.2016.09.004

access: closed

type: Journal Article

metadata version: 2017-09-18

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Xun Li, Zuo Quan Xu:
Continuous-time Markowitz's model with constraints on wealth and portfolio. Oper. Res. Lett. 44(6): 729-736 (2016)

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