Mean-Variance Portfolio Selection with Dynamic Targets for Expected Terminal Wealth

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},
}