"Optimal multi-period mean-variance policy under no-shorting constraint."

Xiangyu Cui et al. (2014)

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DOI: 10.1016/J.EJOR.2013.02.040

access: closed

type: Journal Article

metadata version: 2020-02-21

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Xiangyu Cui, Jianjun Gao, Xun Li, Duan Li:
Optimal multi-period mean-variance policy under no-shorting constraint. Eur. J. Oper. Res. 234(2): 459-468 (2014)

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