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]
@article{CuiLL14,
title = {Unified Framework of Mean-Field Formulations for Optimal Multi-Period Mean-Variance Portfolio Selection},
author = {Xiangyu Cui and Xun Li and Duan Li},
year = {2014},
doi = {10.1109/TAC.2014.2311875},
url = {http://dx.doi.org/10.1109/TAC.2014.2311875},
researchr = {https://researchr.org/publication/CuiLL14},
cites = {0},
citedby = {0},
journal = {IEEE Trans. Automat. Contr.},
volume = {59},
number = {7},
pages = {1833-1844},
}