"Dynamic mean-variance portfolio selection with borrowing constraint."

Chenpeng Fu, Ali Lari-Lavassani, Xun Li (2010)

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DOI: 10.1016/J.EJOR.2009.01.005

access: closed

type: Journal Article

metadata version: 2020-02-21

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Chenpeng Fu, Ali Lari-Lavassani, Xun Li:
Dynamic mean-variance portfolio selection with borrowing constraint. Eur. J. Oper. Res. 200(1): 312-319 (2010)

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