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"Time cardinality constrained mean-variance dynamic portfolio selection and ..."

Jianjun Gao et al. (2015)

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DOI: 10.1016/J.AUTOMATICA.2015.01.040

access: closed

type: Journal Article

metadata version: 2020-10-26

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Jianjun Gao, Duan Li, Xiangyu Cui, Shouyang Wang:
Time cardinality constrained mean-variance dynamic portfolio selection and market timing: A stochastic control approach. Autom. 54: 91-99 (2015)

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