"Explicit solutions for continuous time mean-variance portfolio selection ..."

Shaolin Ji, Xiaomin Shi (2017)

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DOI: 10.1016/J.SYSCONLE.2017.03.006

access: closed

type: Journal Article

metadata version: 2020-02-24

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Shaolin Ji, Xiaomin Shi:
Explicit solutions for continuous time mean-variance portfolio selection with nonlinear wealth equations. Syst. Control. Lett. 104: 1-4 (2017)

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