Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time

Jianjun Gao 0001, Yan Xiong, Duan Li 0002. Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time. European Journal of Operational Research, 249(2):647-656, 2016. [doi]

Authors

Jianjun Gao 0001

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Yan Xiong

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Duan Li 0002

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