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"On the Distribution of Terminal Wealth under Dynamic Mean-Variance Optimal ..."

Pieter M. van Staden, Duy-Minh Dang, Peter A. Forsyth (2021)

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DOI: 10.1137/20M1338241

access: closed

type: Journal Article

metadata version: 2021-07-29

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Pieter M. van Staden, Duy-Minh Dang, Peter A. Forsyth:
On the Distribution of Terminal Wealth under Dynamic Mean-Variance Optimal Investment Strategies. SIAM J. Financial Math. 12(2): 566-603 (2021)

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