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]
@article{GaoXL16,
title = {Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time},
author = {Jianjun Gao 0001 and Yan Xiong and Duan Li 0002},
year = {2016},
doi = {10.1016/j.ejor.2015.09.005},
url = {http://dx.doi.org/10.1016/j.ejor.2015.09.005},
researchr = {https://researchr.org/publication/GaoXL16},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {249},
number = {2},
pages = {647-656},
}