Optimal investment problem for an open-end fund with dynamic flows

Kai Han, Ximin Rong, Hui Zhao, Suxin Wang. Optimal investment problem for an open-end fund with dynamic flows. Int. J. Control, 94(12):3275-3287, 2021. [doi]

Authors

Kai Han

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Ximin Rong

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Hui Zhao

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Suxin Wang

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