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]
@article{HanRZW21, title = {Optimal investment problem for an open-end fund with dynamic flows}, author = {Kai Han and Ximin Rong and Hui Zhao and Suxin Wang}, year = {2021}, doi = {10.1080/00207179.2020.1758960}, url = {https://doi.org/10.1080/00207179.2020.1758960}, researchr = {https://researchr.org/publication/HanRZW21}, cites = {0}, citedby = {0}, journal = {Int. J. Control}, volume = {94}, number = {12}, pages = {3275-3287}, }