"Equilibrium Strategies for the Mean-Variance Investment Problem over a ..."

David Landriault et al. (2018)

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DOI: 10.1137/17M1153479

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type: Journal Article

metadata version: 2019-09-11

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David Landriault, Bin Li, Danping Li, Virginia R. Young:
Equilibrium Strategies for the Mean-Variance Investment Problem over a Random Horizon. SIAM J. Financial Math. 9(3): 1046-1073 (2018)

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