"A Mean-Variance Approach to Capital Investment Optimization."

Alain Bensoussan, SingRu Celine Hoe, Zhongfeng Yan (2019)

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DOI: 10.1137/18M1176439

access: closed

type: Journal Article

metadata version: 2019-04-18

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Alain Bensoussan, SingRu Celine Hoe, Zhongfeng Yan:
A Mean-Variance Approach to Capital Investment Optimization. SIAM J. Financial Math. 10(1): 156-180 (2019)

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