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A mean-field formulation for optimal multi-period mean–variance portfolio selection with an uncertain exit time
Yi, Lan, Wu, Xianping, Li, Xun, Cui, XiangyuVolume:
42
Language:
english
Journal:
Operations Research Letters
DOI:
10.1016/j.orl.2014.08.007
Date:
December, 2014
File:
PDF, 382 KB
english, 2014