"Continuous-time mean-variance portfolio selection with random horizon in ..."

Siyu Lv, Zhen Wu, Zhiyong Yu (2016)

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DOI: 10.1016/J.AUTOMATICA.2016.02.017

access: closed

type: Journal Article

metadata version: 2023-03-02

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Siyu Lv, Zhen Wu, Zhiyong Yu:
Continuous-time mean-variance portfolio selection with random horizon in an incomplete market. Autom. 69: 176-180 (2016)

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