Shuquan Yang, Zhaoli Jia, Qianqian Wu, Huojun Wu. Homotopy Analysis Method for Portfolio Optimization Problem Under the 3/2 Model. J. Systems Science & Complexity, 34(3):1087-1101, 2021. [doi]
@article{YangJWW21,
title = {Homotopy Analysis Method for Portfolio Optimization Problem Under the 3/2 Model},
author = {Shuquan Yang and Zhaoli Jia and Qianqian Wu and Huojun Wu},
year = {2021},
doi = {10.1007/s11424-021-9286-1},
url = {https://doi.org/10.1007/s11424-021-9286-1},
researchr = {https://researchr.org/publication/YangJWW21},
cites = {0},
citedby = {0},
journal = {J. Systems Science & Complexity},
volume = {34},
number = {3},
pages = {1087-1101},
}