1

Continuous-Time Mean-Variance Portfolio Selection: A Reinforcement Learning Framework

Year:
2019
Language:
english
File:
PDF, 533 KB
english, 2019
22

Markowitz strategies revised

Year:
2009
Language:
english
File:
PDF, 243 KB
english, 2009
39

Maximum principle of stochastic controlled systems of functional type

Year:
1991
Language:
english
File:
PDF, 512 KB
english, 1991