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},
}