Unified Framework of Mean-Field Formulations for Optimal Multi-Period Mean-Variance Portfolio Selection

Xiangyu Cui, Xun Li, Duan Li. Unified Framework of Mean-Field Formulations for Optimal Multi-Period Mean-Variance Portfolio Selection. IEEE Trans. Automat. Contr., 59(7):1833-1844, 2014. [doi]

Abstract

Abstract is missing.