Continuous-time mean–risk portfolio selection
Hanqing Jin; Jia-An Yan; Xun Yu Zhou
Annales de l'I.H.P. Probabilités et statistiques (2005)
- Volume: 41, Issue: 3, page 559-580
- ISSN: 0246-0203
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topJin, Hanqing, Yan, Jia-An, and Zhou, Xun Yu. "Continuous-time mean–risk portfolio selection." Annales de l'I.H.P. Probabilités et statistiques 41.3 (2005): 559-580. <http://eudml.org/doc/77858>.
@article{Jin2005,
author = {Jin, Hanqing, Yan, Jia-An, Zhou, Xun Yu},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
language = {eng},
number = {3},
pages = {559-580},
publisher = {Elsevier},
title = {Continuous-time mean–risk portfolio selection},
url = {http://eudml.org/doc/77858},
volume = {41},
year = {2005},
}
TY - JOUR
AU - Jin, Hanqing
AU - Yan, Jia-An
AU - Zhou, Xun Yu
TI - Continuous-time mean–risk portfolio selection
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2005
PB - Elsevier
VL - 41
IS - 3
SP - 559
EP - 580
LA - eng
UR - http://eudml.org/doc/77858
ER -
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