Siyu Lv, Zhen Wu, Zhiyong Yu. Continuous-time mean-variance portfolio selection with random horizon in an incomplete market. Automatica, 69:176-180, 2016. [doi]
@article{LvWY16,
title = {Continuous-time mean-variance portfolio selection with random horizon in an incomplete market},
author = {Siyu Lv and Zhen Wu and Zhiyong Yu},
year = {2016},
doi = {10.1016/j.automatica.2016.02.017},
url = {http://dx.doi.org/10.1016/j.automatica.2016.02.017},
researchr = {https://researchr.org/publication/LvWY16},
cites = {0},
citedby = {0},
journal = {Automatica},
volume = {69},
pages = {176-180},
}