"Mean-Variance Portfolio Selection for Partially Observed Point Processes."

Jie Xiong, Yong Zeng, Shuaiqi Zhang (2020)

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DOI: 10.1137/19M1265491

access: closed

type: Journal Article

metadata version: 2021-01-08

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Jie Xiong, Yong Zeng, Shuaiqi Zhang:
Mean-Variance Portfolio Selection for Partially Observed Point Processes. SIAM J. Control. Optim. 58(6): 3041-3061 (2020)

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