Constrained Dynamic Mean-Variance Portfolio Selection in Continuous-Time

Weiping Wu, Lifen Wu, Ruobing Xue, Shan Pang. Constrained Dynamic Mean-Variance Portfolio Selection in Continuous-Time. Algorithms, 14(8):252, 2021. [doi]

Authors

Weiping Wu

This author has not been identified. Look up 'Weiping Wu' in Google

Lifen Wu

This author has not been identified. Look up 'Lifen Wu' in Google

Ruobing Xue

This author has not been identified. Look up 'Ruobing Xue' in Google

Shan Pang

This author has not been identified. Look up 'Shan Pang' in Google