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]

@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},
}