
Continuous-time mean–variance portfolio selection with random horizon in an incomplete market
Lv, Siyu, Wu, Zhen, Yu, ZhiyongVolume:
69
Langue:
english
Journal:
Automatica
DOI:
10.1016/j.automatica.2016.02.017
Date:
July, 2016
Fichier:
PDF, 365 KB
english, 2016