Weiping Wu, Lifen Wu, Ruobing Xue, Shan Pang. Constrained Dynamic Mean-Variance Portfolio Selection in Continuous-Time. Algorithms, 14(8):252, 2021. [doi]
@article{WuWXP21,
title = {Constrained Dynamic Mean-Variance Portfolio Selection in Continuous-Time},
author = {Weiping Wu and Lifen Wu and Ruobing Xue and Shan Pang},
year = {2021},
doi = {10.3390/a14080252},
url = {https://doi.org/10.3390/a14080252},
researchr = {https://researchr.org/publication/WuWXP21},
cites = {0},
citedby = {0},
journal = {Algorithms},
volume = {14},
number = {8},
pages = {252},
}