Ralf Korn, Siegfried Trautmann. Continuous-time portfolio optimization under terminal wealth constraints. Math. Meth. of OR, 42(1):69-92, 1995. [doi]
@article{KornT95,
title = {Continuous-time portfolio optimization under terminal wealth constraints},
author = {Ralf Korn and Siegfried Trautmann},
year = {1995},
doi = {10.1007/BF01415674},
url = {http://dx.doi.org/10.1007/BF01415674},
researchr = {https://researchr.org/publication/KornT95},
cites = {0},
citedby = {0},
journal = {Math. Meth. of OR},
volume = {42},
number = {1},
pages = {69-92},
}