Xue Dong He, Zhaoli Jiang. Mean-Variance Portfolio Selection with Dynamic Targets for Expected Terminal Wealth. Math. Oper. Res., 47(1):587-615, 2022. [doi]
@article{HeJ22-2, title = {Mean-Variance Portfolio Selection with Dynamic Targets for Expected Terminal Wealth}, author = {Xue Dong He and Zhaoli Jiang}, year = {2022}, doi = {10.1287/moor.2021.1142}, url = {https://doi.org/10.1287/moor.2021.1142}, researchr = {https://researchr.org/publication/HeJ22-2}, cites = {0}, citedby = {0}, journal = {Math. Oper. Res.}, volume = {47}, number = {1}, pages = {587-615}, }